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updated 3:58:09 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.72%
3d Period Avg+19.69%
LONG WEEX · now
−10.76%
3d avg:−8.73%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.615%
Against youL 165.8100 · S 164.7900−$61.52 if it converges
24h range −1.02%…−0.11% · median −0.63%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$9.83
−0.10%
$Avg Daily PnL
+$4.04
+0.0404%
★Best Day
+$6.13
Aug 15
◎Open Interest
WEEX$1.6K
Gate.io$48.0K⚡Funding APR
+14.76%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
6.4d
to break even
◧24h Volume
WEEX$5.1KGate.io$12.6KLoading 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.