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updated —EWZ Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+23.00%
3d Period Avg+19.54%
swing±15.85%
LONG WEEX · now
−12.04%
3d avg:−5.77%
SHORT TxFlow · now
+10.96%
3d avg:+13.77%
Entry Spread Now
−0.031%
Eaten by executionL 32.2500 · S 32.2400−$3.10 if it converges
24h range −0.34%…+0.31% · median −0.06%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.015%/taker0.045%
Loading Funding History…
↗Total PnL
−$8.91
−0.09%
$Avg Daily PnL
+$5.36
+0.0536%
★Best Day
+$5.44
Nov 13
◎Open Interest
WEEX$8.43M
TxFlow$2.6K⚡Funding APR
+19.57%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
4.7d
to break even
◧24h Volume
WEEX$452.0KTxFlow$65.5KLoading 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 (−$25.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.