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updated 4:31:18 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.27%
3d Period Avg+18.03%
LONG WEEX · now
−10.31%
3d avg:−7.07%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.134%
Against youL 25.3840 · S 25.3500−$13.39 if it converges
24h range −0.32%…+0.00% · median −0.22%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$11.20
−0.11%
$Avg Daily PnL
+$3.70
+0.0370%
★Best Day
+$5.48
Aug 15
◎Open Interest
WEEX$5
Gate.io$627.1K⚡Funding APR
+13.51%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
7.0d
to break even
◧24h Volume
WEEX$411.8KGate.io$254.8KLoading 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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.