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updated 2:43:27 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.13%
30d Period Avg+19.69%
LONG WEEX · now
−11.18%
30d avg:−8.73%
SHORT Gate.io · now
+10.96%
30d avg:+10.96%
Entry Spread Now
−0.293%
Against youL 167.1900 · S 166.7000−$29.31 if it converges
24h range −1.02%…−0.11% · median −0.61%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Limited funding history — chart clipped to available data
- WEEX (Long): data starts Aug 14, 2026 (3d available out of 30d requested)
- Gate.io (Short): data starts Aug 13, 2026 (3d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 11%, short 12% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$8.75
−0.09%
$Avg Daily PnL
+$3.45
+0.0345%
★Best Day
+$6.13
Aug 15
◎Open Interest
WEEX$27
Gate.io$48.6K⚡Funding APR
+12.59%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
7.5d
to break even
◧24h Volume
WEEX$3.8KGate.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.