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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 ~6.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+43.37%
3d Period Avg+47.02%
swing±41.97%
LONG WEEX · now
−21.45%
3d avg:+1.67%
SHORT Hotcoin · now
+21.92%
3d avg:+48.69%
Entry Spread Now
+0.110%
Eaten by executionL 9.1200 · S 9.1300+$10.96 if it converges
24h range −0.11%…+0.44% · median +0.11%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$33.73
−0.34%
$Avg Daily PnL
+$12.88
+0.1288%
★Best Day
+$13.81
Sep 29
◎Open Interest
⚡Funding APR
+46.99%
annualized · funding only
⚠Execution Cost
−$72.36
entry + exit fees
⏱Payback
5.6d
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 (−$72.36 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.