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updated 4:31:51 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~15d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+6.47%
3d Period Avg+6.86%
LONG WEEX · now
+4.48%
3d avg:+4.10%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.015%
NeutralL 335.2500 · S 335.3000
24h range −0.24%…+0.04% · median −0.05%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$20.37
−0.20%
$Avg Daily PnL
+$1.41
+0.0141%
★Best Day
+$2.67
Aug 16
◎Open Interest
WEEX$2.5K
Gate.io$194.7K⚡Funding APR
+5.14%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
18.5d
to break even
◧24h Volume
WEEX$64.7KGate.io$248.9KLoading 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.