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updated 2:40:09 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~8.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.80%
30d Period Avg+15.75%
LONG WEEX · now
−0.84%
30d avg:−0.76%
SHORT Gate.io · now
+10.96%
30d avg:+14.99%
Entry Spread Now
−0.098%
Eaten by executionL 397.1900 · S 396.8000−$9.82 if it converges
24h range −0.34%…+0.08% · median −0.11%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$103.37
+1.03%
$Avg Daily PnL
+$4.17
+0.0417%
★Best Day
+$16.49
Jul 19
◎Open Interest
WEEX$2.83M
Gate.io$82.6K⚡Funding APR
+15.23%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
6.2d
to break even
◧24h Volume
WEEX$164.1KGate.io$234Loading 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.