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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 ~0.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+77.20%
7d Period Avg+71.22%
swing±99.14%
LONG WEEX · now
−4.55%
7d avg:−10.52%
SHORT MEXC · nowISRGSTOCK_USDT
+72.65%
7d avg:+60.70%
Entry Spread Now
−0.005%
NeutralL 405.8900 · S 405.8700
24h range −0.21%…+0.27% · median −0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
+$116.51
+1.17%
$Avg Daily PnL
+$19.50
+0.1950%
★Best Day
+$48.80
Sep 23
◎Open Interest
⚡Funding APR
+71.18%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
1.0d
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.