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updated 2:33:20 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+17.31%
3d Period Avg+21.53%
LONG WEEX · now
−6.36%
3d avg:−10.57%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.106%
Eaten by executionL 28.2900 · S 28.2600−$10.60 if it converges
24h range −0.33%…+0.18% · median −0.10%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$8.32
−0.08%
$Avg Daily PnL
+$4.42
+0.0442%
★Best Day
+$5.89
Aug 15
◎Open Interest
WEEX$25.00M
Gate.io$709.9K⚡Funding APR
+16.14%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
5.9d
to break even
◧24h Volume
WEEX$6.5KGate.io$156.7KLoading 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.