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updated 3:56:49 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+40.65%
3d Period Avg+10.14%
LONG WEEX · now
+15.89%
3d avg:−0.52%
SHORT grvt · nowMSTR_USDT_Perp
+56.54%
3d avg:+9.62%
Entry Spread Now
−0.053%
Eaten by executionL 94.1500 · S 94.1000−$5.31 if it converges
24h range −0.17%…+0.24% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$21.84
−0.22%
$Avg Daily PnL
+$2.08
+0.0208%
★Best Day
+$3.08
Aug 16
◎Open Interest
WEEX$178.51M
grvt$21.3K⚡Funding APR
+7.59%
annualized · funding only
⚠Execution Cost
−$30.16
entry + exit fees
⏱Payback
14.5d
to break even
◧24h Volume
WEEX$1.02Mgrvt$479.6KLoading 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 (−$30.16 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.