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updated 4:39:43 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+61.89%
3d Period Avg+14.26%
LONG WEEX · now
−21.32%
3d avg:−31.09%
SHORT trade[XYZ] · nowxyz:HYUNDAI
+40.57%
3d avg:−16.83%
Entry Spread Now
−0.037%
Eaten by executionL 321.7300 · S 321.6100−$3.73 if it converges
24h range −0.08%…+0.06% · median −0.01%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
−$31.15
−0.31%
$Avg Daily PnL
+$0.71
+0.0071%
★Best Day
+$9.30
Aug 16
◎Open Interest
⚡Funding APR
+2.60%
annualized · funding only
⚠Execution Cost
−$34.00
entry + exit fees
⏱Payback
1.6mo
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 (−$34.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.