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updated 3:55:12 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.10%
3d Period Avg+26.28%
LONG WEEX · now
−10.15%
3d avg:−15.32%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.047%
Eaten by executionL 107.5100 · S 107.5600+$4.65 if it converges
24h range −0.25%…+0.17% · median −0.05%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$4.41
−0.04%
$Avg Daily PnL
+$5.40
+0.0540%
★Best Day
+$9.52
Aug 15
◎Open Interest
WEEX$22
Gate.io$77.0K⚡Funding APR
+19.70%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
4.8d
to break even
◧24h Volume
WEEX$72.5KGate.io$4.4KLoading 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.