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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−0.85%
7d Period Avg+22.59%
swing±32.70%
LONG WEEX · now
+11.81%
7d avg:+18.91%
SHORT Aster · now
+10.96%
7d avg:+41.50%
Entry Spread Now
−0.257%
Against youL 0.1243 · S 0.1240−$25.74 if it converges
24h range −1.90%…+1.21% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$19.30
+0.19%
$Avg Daily PnL
+$6.19
+0.0619%
★Best Day
+$18.04
Sep 21
◎Open Interest
⚡Funding APR
+22.58%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
3.9d
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.