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updated —IWM Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.57%
3d Period Avg+10.03%
swing±2.28%
LONG WEEX · now
−11.57%
3d avg:−10.03%
SHORT MEXC · now
+0.00%
3d avg:+0.00%
Entry Spread Now
−0.007%
NeutralL 275.7700 · S 275.7500
24h range −0.04%…+0.10% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
−$11.76
−0.12%
$Avg Daily PnL
+$2.75
+0.0275%
★Best Day
+$2.80
Nov 12
◎Open Interest
⚡Funding APR
+10.02%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
7.3d
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.