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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 ~6.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.37%
7d Period Avg+16.58%
swing±2.74%
LONG WEEX · now
+10.96%
7d avg:+5.22%
SHORT MEXC · now
+32.32%
7d avg:+21.80%
Entry Spread Now
−0.104%
Eaten by executionL 7.7160 · S 7.7080−$10.37 if it converges
24h range −0.40%…+0.60% · median −0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
−$4.71
−0.05%
$Avg Daily PnL
+$4.54
+0.0454%
★Best Day
+$5.15
Sep 25
◎Open Interest
⚡Funding APR
+16.56%
annualized · funding only
⚠Execution Cost
−$36.48
entry + exit fees
⏱Payback
8.0d
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 (−$36.48 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.