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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 ~1.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+189.49%
30d Period Avg+1.58%
swing±83.78%
LONG WEEX · now
−2.91%
30d avg:+0.71%
SHORT Paragon · nowpara:MELI
+186.58%
30d avg:+2.29%
Entry Spread Now
−0.167%
Eaten by executionL 1,735.8 · S 1,732.9−$16.71 if it converges
24h range −1.07%…+0.11% · median −0.22%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
−$74.19
−0.74%
$Avg Daily PnL
+$0.58
+0.0058%
★Best Day
+$19.54
Sep 11
◎Open Interest
⚡Funding APR
+2.11%
annualized · funding only
⚠Execution Cost
−$91.54
entry + exit fees
⏱Payback
5.3mo
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 (−$91.54 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.