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updated 7:19:17 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.27%
3d Period Avg+44.75%
LONG Gate.io · now
+10.96%
3d avg:+10.96%
SHORT WEEX · now
+33.23%
3d avg:+55.71%
Entry Spread Now
−0.174%
Against youL 0.8039 · S 0.8025−$17.42 if it converges
24h range −0.82%…+1.61% · median +0.12%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
+$13.07
+0.13%
$Avg Daily PnL
+$9.77
+0.0977%
★Best Day
+$12.61
Aug 17
◎Open Interest
⚡Funding APR
+35.66%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
2.7d
to break even
◧24h Volume
Loading 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.