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updated 4:01:51 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.48%
3d Period Avg+21.02%
LONG WEEX · now
−11.53%
3d avg:−10.06%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.440%
Against youL 90.9100 · S 90.5100−$44.00 if it converges
24h range −1.04%…−0.04% · median −0.66%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$8.74
−0.09%
$Avg Daily PnL
+$4.32
+0.0432%
★Best Day
+$6.08
Aug 15
◎Open Interest
WEEX$1.9K
Gate.io$50.9K⚡Funding APR
+15.75%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
6.0d
to break even
◧24h Volume
WEEX$374.2KGate.io$132.5KLoading 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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.