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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 ~5.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.37%
3d Period Avg+16.73%
swing±3.93%
LONG WEEX · now
+10.96%
3d avg:−0.63%
SHORT MEXC · now
+32.32%
3d avg:+16.10%
Entry Spread Now
−0.116%
Eaten by executionL 7.7450 · S 7.7360−$11.62 if it converges
24h range −0.40%…+0.60% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
−$16.49
−0.16%
$Avg Daily PnL
+$4.58
+0.0458%
★Best Day
+$4.38
Sep 27
◎Open Interest
⚡Funding APR
+16.71%
annualized · funding only
⚠Execution Cost
−$30.23
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 (−$30.23 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.