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updated 5:06:04 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+41.09%
30d Period Avg+11.31%
LONG Bitunix · now
−9.97%
30d avg:+0.58%
SHORT WEEX · now
+31.11%
30d avg:+11.89%
Entry Spread Now
−0.011%
NeutralL 182.8200 · S 182.8000
24h range −0.17%…+0.09% · median −0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
+$64.86
+0.65%
$Avg Daily PnL
+$3.00
+0.0300%
★Best Day
+$14.54
Aug 7
◎Open Interest
⚡Funding APR
+10.93%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
9.3d
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 (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.