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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β3.04%
7d Period Avgβ4.55%
swingΒ±57.13%
LONG Binance Futures Β· now
β253.42%
7d avg:β45.94%
SHORT WEEX Β· now
β256.46%
7d avg:β50.49%
Entry Spread Now
+0.150%
In your favorL 0.07799 Β· S 0.07811+$14.98 if it converges
24h range β2.58%β¦+1.77% Β· median +0.04%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.080%
Loading Funding Historyβ¦
βTotal PnL
β$26.22
β0.26%
$Avg Daily PnL
β$0.03
β0.0003%
β
Best Day
+$0.29
Oct 8
βOpen Interest
β‘Funding APR
β0.11%
annualized Β· funding only
β Execution Cost
β$26.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Loading Cumulative PnLβ¦
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (β$26.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.