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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+0.00%
3d Period Avgβ0.39%
swingΒ±33.18%
LONG Binance Futures Β· now
+10.96%
3d avg:+18.42%
SHORT WEEX Β· now
+10.96%
3d avg:+18.03%
Entry Spread Now
β0.103%
Eaten by executionL 0.1415 Β· S 0.1414β$10.34 if it converges
24h range β0.28%β¦+0.28% Β· median β0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.080%
Loading Funding Historyβ¦
βTotal PnL
β$26.12
β0.26%
$Avg Daily PnL
β$0.04
β0.0004%
β
Best Day
+$0.00
Oct 8
βOpen Interest
Binance Futures$4.49M
WEEX$939.1Kβ‘Funding APR
β0.14%
annualized Β· funding only
β Execution Cost
β$26.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Binance Futures$552.4KWEEX$321.7KLoading Cumulative PnLβ¦
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 (β$26.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.