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updated 4:31:57 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−56.98%
3d Period Avg+4.61%
LONG WEEX · now
+67.94%
3d avg:+6.35%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.013%
NeutralL 79.8900 · S 79.9000
24h range −0.14%…+0.44% · median +0.05%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$22.22
−0.22%
$Avg Daily PnL
+$0.95
+0.0095%
★Best Day
+$7.85
Aug 15
◎Open Interest
WEEX$16
Gate.io$7.3K⚡Funding APR
+3.45%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
27.5d
to break even
◧24h Volume
WEEX$1.6KGate.io$158.6KLoading 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.