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updated 9:35:52 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg−12.78%
LONG WEEX · now
+10.96%
3d avg:+55.32%
SHORT Aster · now
+10.96%
3d avg:+42.54%
Entry Spread Now
+0.023%
Eaten by executionL 0.03277 · S 0.03278+$2.31 if it converges
24h range −0.51%…+0.64% · median −0.10%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$32.85
−0.33%
$Avg Daily PnL
−$2.21
−0.0221%
★Best Day
+$1.60
Aug 14
◎Open Interest
⚡Funding APR
−8.08%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
never
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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.