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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 ~3.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+18.23%
30d Period Avg+14.34%
swing±29.05%
LONG WEEX · now
−5.96%
30d avg:−3.36%
SHORT Lighter · now
+12.27%
30d avg:+10.98%
Entry Spread Now
−0.046%
Eaten by executionL 978.9000 · S 978.4500−$4.60 if it converges
24h range −0.52%…+0.55% · median −0.01%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$101.61
+1.02%
$Avg Daily PnL
+$3.92
+0.0392%
★Best Day
+$15.25
Sep 14
◎Open Interest
WEEX$27.5K
Lighter$26.2K⚡Funding APR
+14.31%
annualized · funding only
⚠Execution Cost
−$16.00
entry + exit fees
⏱Payback
4.1d
to break even
◧24h Volume
WEEX$5.06MLighter$66.5KLoading 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.