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updated 4:33:29 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+77.35%
3d Period Avg+8.94%
LONG WEEX · now
−11.93%
3d avg:−9.59%
SHORT MEXC · nowKLACSTOCK_USDT
+65.42%
3d avg:−0.65%
Entry Spread Now
+0.063%
Eaten by executionL 205.4300 · S 205.5600+$6.33 if it converges
24h range −0.13%…+0.16% · median +0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0.010%
Loading Funding History…
↗Total PnL
−$10.65
−0.11%
$Avg Daily PnL
+$1.84
+0.0184%
★Best Day
+$9.05
Aug 15
◎Open Interest
WEEX$1
MEXC$135.0K⚡Funding APR
+6.70%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
9.8d
to break even
◧24h Volume
WEEX$3.6KMEXC$101.0KLoading 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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.