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updated 2:37:26 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.52%
30d Period Avg+22.15%
LONG WEEX · now
−10.56%
30d avg:−11.19%
SHORT Gate.io · now
+10.96%
30d avg:+10.96%
Entry Spread Now
−0.204%
Against youL 107.7500 · S 107.5300−$20.42 if it converges
24h range −0.23%…+0.17% · median −0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$155.93
+1.56%
$Avg Daily PnL
+$5.87
+0.0587%
★Best Day
+$10.73
Jul 25
◎Open Interest
WEEX$24
Gate.io$77.0K⚡Funding APR
+21.42%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
4.4d
to break even
◧24h Volume
WEEX$64.9KGate.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.