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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 ~24d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.65%
7d Period Avg+7.00%
swing±19.50%
LONG WEEX · now
+10.96%
7d avg:+10.96%
SHORT Aster · now
+14.61%
7d avg:+17.96%
Entry Spread Now
−0.010%
NeutralL 0.09041 · S 0.09040
24h range −0.24%…+0.54% · median +0.07%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$10.58
−0.11%
$Avg Daily PnL
+$1.92
+0.0192%
★Best Day
+$5.86
Sep 23
◎Open Interest
⚡Funding APR
+7.00%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
12.5d
to break even
◧24h Volume
Loading 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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.