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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 ~85d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1.11%
3d Period Avg+0.10%
swing±0.37%
LONG WEEX · now
+3.10%
3d avg:+0.69%
SHORT Binance Futures · now
+4.21%
3d avg:+0.79%
Entry Spread Now
+0.079%
Eaten by executionL 0.009311 · S 0.009318+$7.86 if it converges
24h range −0.29%…+0.24% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$25.92
−0.26%
$Avg Daily PnL
+$0.03
+0.0003%
★Best Day
+$0.06
Oct 11
◎Open Interest
⚡Funding APR
+0.09%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
33.8mo
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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.