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updated 5:03:13 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+30.01%
30d Period Avg+24.20%
LONG WEEX · now
−4.28%
30d avg:+1.54%
SHORT BloFin · now
+25.74%
30d avg:+25.74%
Entry Spread Now
+0.004%
NeutralL 225.3100 · S 225.3200
24h range −0.18%…+0.16% · median +0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$170.82
+1.71%
$Avg Daily PnL
+$6.41
+0.0641%
★Best Day
+$10.03
Jul 20
◎Open Interest
WEEX$14.0K
BloFin$462.0K⚡Funding APR
+23.41%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
4.4d
to break even
◧24h Volume
WEEX$471.7KBloFin$36.3KLoading 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 (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.