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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~87d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+1.09%
3d Period Avg+0.13%
swingΒ±14.28%
LONG Binance Futures Β· now
+33.83%
3d avg:+19.90%
SHORT WEEX Β· now
+34.92%
3d avg:+20.03%
Entry Spread Now
β0.019%
NeutralL 0.03285 Β· S 0.03284
24h range β0.13%β¦+0.15% Β· median β0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.080%
Loading Funding Historyβ¦
βTotal PnL
β$26.10
β0.26%
$Avg Daily PnL
β$0.03
β0.0003%
β
Best Day
+$0.04
Oct 8
βOpen Interest
Binance Futures$1.81M
WEEX$577.7Kβ‘Funding APR
β0.12%
annualized Β· funding only
β Execution Cost
β$26.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Binance Futures$752.6KWEEX$56.9KLoading Cumulative PnLβ¦
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 (β$26.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.