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updated 4:31:13 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~8.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.44%
3d Period Avg+11.40%
LONG WEEX · now
−0.48%
3d avg:−0.44%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.325%
Against youL 397.4900 · S 396.2000−$32.45 if it converges
24h range −0.34%…+0.08% · median −0.12%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$16.64
−0.17%
$Avg Daily PnL
+$2.34
+0.0234%
★Best Day
+$3.24
Aug 16
◎Open Interest
⚡Funding APR
+8.54%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
11.1d
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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.