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updated 4:02:12 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~20d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+20.50%
3d Period Avg+21.56%
LONG WEEX · now
−9.55%
3d avg:−10.60%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.012%
NeutralL 338.3600 · S 338.4000
24h range −0.18%…+0.29% · median +0.13%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$95.10
−0.95%
$Avg Daily PnL
+$4.43
+0.0443%
★Best Day
+$6.07
Aug 16
◎Open Interest
WEEX$61
Gate.io$53.4K⚡Funding APR
+16.16%
annualized · funding only
⚠Execution Cost
−$112.81
entry + exit fees
⏱Payback
25.5d
to break even
◧24h Volume
WEEX$27.6KGate.io$3.4KLoading 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 (−$112.81 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.