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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 ~4.5d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+41.58%
30d Period Avg+10.68%
swing±6.20%
LONG WEEX · now
−11.67%
30d avg:−5.06%
SHORT grvt · nowEWJ_USDT_Perp
+29.91%
30d avg:+5.62%
Entry Spread Now
−0.075%
Eaten by executionL 97.9400 · S 97.8664−$7.52 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
+$36.06
+0.36%
$Avg Daily PnL
+$2.92
+0.0292%
★Best Day
+$4.83
Sep 23
◎Open Interest
WEEX$4.12M
grvt$629.1K⚡Funding APR
+10.67%
annualized · funding only
⚠Execution Cost
−$51.65
entry + exit fees
⏱Payback
17.7d
to break even
◧24h Volume
WEEX$139.2Kgrvt$406.9KLoading 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 (−$51.65 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.