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updated 4:28:52 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~9.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+9.80%
3d Period Avg+13.51%
LONG WEEX · now
+1.15%
3d avg:−2.55%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.144%
In your favorL 1,039.5 · S 1,041+$14.43 if it converges
24h range −0.23%…+0.22% · median +0.12%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$14.90
−0.15%
$Avg Daily PnL
+$2.77
+0.0277%
★Best Day
+$3.47
Aug 16
◎Open Interest
WEEX$45.5K
Gate.io$51.3K⚡Funding APR
+10.13%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
9.4d
to break even
◧24h Volume
WEEX$42.5KGate.io$3.5KLoading 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.