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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 ~18d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.11%
3d Period Avg+12.68%
swing±3.82%
LONG WEEX · now
−10.11%
3d avg:+2.30%
SHORT grvt · nowEWJ_USDT_Perp
+0.00%
3d avg:+14.98%
Entry Spread Now
−0.035%
Eaten by executionL 97.9900 · S 97.9559−$3.48 if it converges
24h range −0.14%…+0.07% · median −0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$38.68
−0.39%
$Avg Daily PnL
+$3.47
+0.0347%
★Best Day
+$3.80
Sep 29
◎Open Interest
WEEX$4.13M
grvt$630.4K⚡Funding APR
+12.66%
annualized · funding only
⚠Execution Cost
−$49.09
entry + exit fees
⏱Payback
14.2d
to break even
◧24h Volume
WEEX$135.9Kgrvt$418.8KLoading 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 (−$49.09 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.