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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~96d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+0.99%
3d Period Avgβ1.98%
swingΒ±29.01%
LONG Binance Futures Β· now
+14.78%
3d avg:+29.51%
SHORT WEEX Β· now
+15.78%
3d avg:+27.53%
Entry Spread Now
β0.086%
Eaten by executionL 0.003647 Β· S 0.003644β$8.61 if it converges
24h range β0.19%β¦+0.13% Β· median β0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.080%
Loading Funding Historyβ¦
βTotal PnL
β$26.23
β0.26%
$Avg Daily PnL
β$0.08
β0.0008%
β
Best Day
+$0.08
Oct 8
βOpen Interest
Binance Futures$3.72M
WEEX$938.5Kβ‘Funding APR
β0.28%
annualized Β· funding only
β Execution Cost
β$26.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Binance Futures$1.02MWEEX$27.1KLoading Cumulative PnLβ¦
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 (β$26.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.