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updated 2:40:03 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
+21.58%
30d Period Avg+17.52%
LONG WEEX · now
−10.62%
30d avg:−6.56%
SHORT Gate.io · now
+10.96%
30d avg:+10.96%
Entry Spread Now
+0.024%
Eaten by executionL 338.3200 · S 338.4000+$2.36 if it converges
24h range −0.18%…+0.41% · median +0.14%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$117.90
+1.18%
$Avg Daily PnL
+$4.64
+0.0464%
★Best Day
+$7.95
Aug 14
◎Open Interest
WEEX$54
Gate.io$53.4K⚡Funding APR
+16.94%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
5.6d
to break even
◧24h Volume
WEEX$23.2KGate.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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.