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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+51.27%
30d Period Avg+4.22%
swing±13.65%
LONG OKX · nowETHW-USDT-SWAP
+10.96%
30d avg:+10.45%
SHORT WEEX · now
+62.22%
30d avg:+14.67%
Entry Spread Now
+0.209%
In your favorL 0.2864 · S 0.2870+$20.95 if it converges
24h range −0.10%…+1.24% · median +0.24%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
+$8.69
+0.09%
$Avg Daily PnL
+$1.16
+0.0116%
★Best Day
+$9.46
Sep 18
◎Open Interest
OKX$685.7K
WEEX$718.6K⚡Funding APR
+4.22%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
22.5d
to break even
◧24h Volume
OKX$315.0KWEEX$146.7KLoading Cumulative PnL…
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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.