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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 ~6.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+9.72%
3d Period Avg+20.91%
swing±22.66%
LONG WEEX · now
−6.22%
3d avg:+2.45%
SHORT Lighter · now
+3.51%
3d avg:+23.36%
Entry Spread Now
−0.171%
Against youL 1,040.46 · S 1,038.68−$17.11 if it converges
24h range −0.43%…+0.75% · median −0.01%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$1.16
+0.01%
$Avg Daily PnL
+$5.72
+0.0572%
★Best Day
+$8.57
Sep 29
◎Open Interest
WEEX$426.2K
Lighter$28.6K⚡Funding APR
+20.87%
annualized · funding only
⚠Execution Cost
−$16.00
entry + exit fees
⏱Payback
2.8d
to break even
◧24h Volume
WEEX$5.21MLighter$89.7KLoading 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 (−$16.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.