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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+147.20%
30d Period Avg+23.38%
swing±34.11%
LONG WEEX · now
−10.34%
30d avg:−9.93%
SHORT grvt · nowGS_USDT_Perp
+136.86%
30d avg:+13.45%
Entry Spread Now
−0.054%
Eaten by executionL 905.5800 · S 905.0923−$5.39 if it converges
24h range −0.16%…+0.33% · median +0.04%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$166.04
+1.66%
$Avg Daily PnL
+$6.40
+0.0640%
★Best Day
+$32.12
Sep 29
◎Open Interest
WEEX$37.8K
grvt$516⚡Funding APR
+23.36%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
4.1d
to break even
◧24h Volume
WEEX$38.7Kgrvt$120.6KLoading 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.