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updated 2:11:55 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+73.70%
30d Period Avg+15.61%
LONG WEEX · now
−11.68%
30d avg:−6.16%
SHORT grvt · nowMSTR_USDT_Perp
+62.02%
30d avg:+9.45%
Entry Spread Now
−0.223%
Against youL 93.7400 · S 93.5306−$22.34 if it converges
24h range −0.17%…+0.11% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$98.45
+0.98%
$Avg Daily PnL
+$4.14
+0.0414%
★Best Day
+$19.11
Jul 25
◎Open Interest
WEEX$177.71M
grvt$18.9K⚡Funding APR
+15.10%
annualized · funding only
⚠Execution Cost
−$29.76
entry + exit fees
⏱Payback
7.2d
to break even
◧24h Volume
WEEX$1.01Mgrvt$495.5KLoading 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 (−$29.76 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.