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updated 2:42:55 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+20.93%
30d Period Avg+12.05%
LONG WEEX · now
−9.97%
30d avg:−0.89%
SHORT Gate.io · now
+10.96%
30d avg:+11.16%
Entry Spread Now
−0.452%
Against youL 90.7600 · S 90.3500−$45.17 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%
Limited funding history — chart clipped to available data
- WEEX (Long): data starts Jul 30, 2026 (17d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Loading Funding History…
↗Total PnL
+$66.32
+0.66%
$Avg Daily PnL
+$2.98
+0.0298%
★Best Day
+$6.12
Aug 6
◎Open Interest
⚡Funding APR
+10.87%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
8.7d
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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.