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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 ~3.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+28.75%
3d Period Avg+11.80%
swing±1.89%
LONG WEEX · now
−10.23%
3d avg:−10.97%
SHORT BloFin · now
+18.51%
3d avg:+0.83%
Entry Spread Now
−0.012%
NeutralL 86.3700 · S 86.3600
24h range −0.03%…+0.17% · median +0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$18.60
−0.19%
$Avg Daily PnL
+$3.13
+0.0313%
★Best Day
+$3.24
Sep 29
◎Open Interest
⚡Funding APR
+11.44%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
8.9d
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 (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.