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updated 2:41:40 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+54.80%
30d Period Avg+9.61%
LONG WEEX · now
−9.86%
30d avg:−5.76%
SHORT OKX · nowLUNR-USDT-SWAP
+44.95%
30d avg:+3.85%
Entry Spread Now
+0.208%
In your favorL 19.2300 · S 19.2700+$20.80 if it converges
24h range −0.66%…+0.82% · median −0.05%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$52.94
+0.53%
$Avg Daily PnL
+$2.55
+0.0255%
★Best Day
+$28.17
Jul 22
◎Open Interest
WEEX$3
OKX$118.0K⚡Funding APR
+9.29%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
10.2d
to break even
◧24h Volume
WEEX$11.5KOKX$130.7KLoading 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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.