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updated 2:36:59 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~7.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+12.07%
30d Period Avg+17.14%
LONG WEEX · now
−1.11%
30d avg:−8.75%
SHORT Gate.io · now
+10.96%
30d avg:+8.39%
Entry Spread Now
+0.066%
Eaten by executionL 1,039.31 · S 1,040+$6.64 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
+$114.77
+1.15%
$Avg Daily PnL
+$4.54
+0.0454%
★Best Day
+$6.14
Jul 21
◎Open Interest
WEEX$45.5K
Gate.io$50.6K⚡Funding APR
+16.57%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
5.7d
to break even
◧24h Volume
WEEX$42.8KGate.io$3.6KLoading 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.