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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 ~6.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.05%
3d Period Avg+11.03%
swing±0.67%
LONG WEEX · now
−11.05%
3d avg:−11.03%
SHORT MEXC · nowHPESTOCK_USDT
+0.00%
3d avg:+0.00%
Entry Spread Now
+0.016%
NeutralL 63.0500 · S 63.0600
24h range −0.11%…+0.14% · median +0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
−$10.94
−0.11%
$Avg Daily PnL
+$3.02
+0.0302%
★Best Day
+$3.12
Sep 26
◎Open Interest
⚡Funding APR
+11.02%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
6.6d
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.