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updated 2:38:32 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.84%
30d Period Avg+21.88%
LONG WEEX · now
−11.88%
30d avg:−10.92%
SHORT Gate.io · now
+10.96%
30d avg:+10.96%
Entry Spread Now
−0.114%
Eaten by executionL 87.7400 · S 87.6400−$11.40 if it converges
24h range −0.09%…+0.40% · median +0.13%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$153.69
+1.54%
$Avg Daily PnL
+$5.80
+0.0580%
★Best Day
+$6.14
Jul 23
◎Open Interest
WEEX$86.0K
Gate.io$133.8K⚡Funding APR
+21.16%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
4.5d
to break even
◧24h Volume
WEEX$36.1KGate.io$4.3KLoading 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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.