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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 ~6.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.23%
3d Period Avg+8.19%
swing±4.50%
LONG WEEX · now
−11.23%
3d avg:−6.16%
SHORT MEXC · now
+0.00%
3d avg:+2.03%
Entry Spread Now
−0.031%
Eaten by executionL 32.2600 · S 32.2500−$3.10 if it converges
24h range −0.28%…+0.25% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
−$13.27
−0.13%
$Avg Daily PnL
+$2.24
+0.0224%
★Best Day
+$1.94
Nov 14
◎Open Interest
WEEX$8.43M
MEXC$1.02M⚡Funding APR
+8.19%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
8.9d
to break even
◧24h Volume
WEEX$454.3KMEXC$139.1KLoading 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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.