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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 ~2.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+45.99%
3d Period Avg+17.20%
swing±20.36%
LONG WEEX · now
−10.05%
3d avg:−7.67%
SHORT grvt · nowHD_USDT_Perp
+35.94%
3d avg:+9.53%
Entry Spread Now
−0.011%
NeutralL 285.8100 · S 285.7792
24h range −0.15%…+0.05% · median +0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$11.87
−0.12%
$Avg Daily PnL
+$4.71
+0.0471%
★Best Day
+$10.09
Sep 29
◎Open Interest
⚡Funding APR
+17.19%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
5.5d
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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.