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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 ~26d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+17.64%
3d Period Avg+7.78%
swing±70.19%
LONG WEEX · now
−45.80%
3d avg:+0.51%
SHORT grvt · nowKODEX200_USDT_Perp
−28.16%
3d avg:+8.29%
Entry Spread Now
−0.098%
Eaten by executionL 81.8800 · S 81.7997−$9.80 if it converges
24h range −0.19%…+0.07% · median −0.05%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$124.98
−1.25%
$Avg Daily PnL
+$0.70
+0.0070%
★Best Day
+$3.07
Oct 1
◎Open Interest
WEEX$13.6K
grvt$793⚡Funding APR
+2.54%
annualized · funding only
⚠Execution Cost
−$127.07
entry + exit fees
⏱Payback
6.1mo
to break even
◧24h Volume
WEEX$1.6Kgrvt$113.7KLoading 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 (−$127.07 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.