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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β3.09%
7d Period Avg+0.00%
swingΒ±0.67%
LONG WEEX Β· now
+3.19%
7d avg:β9.47%
SHORT Binance Futures Β· now
+0.10%
7d avg:β9.47%
Entry Spread Now
β0.032%
Eaten by executionL 0.009416 Β· S 0.009413β$3.19 if it converges
24h range β0.29%β¦+0.24% Β· median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding Historyβ¦
βTotal PnL
β$26.01
β0.26%
$Avg Daily PnL
+$0.00
+0.0000%
β
Best Day
+$0.07
Oct 5
βOpen Interest
β‘Funding APR
+0.00%
annualized Β· funding only
β Execution Cost
β$26.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Loading Cumulative PnLβ¦
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 (β$26.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.