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updated 3:58:49 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+29.55%
3d Period Avg+6.41%
LONG WEEX · now
−2.40%
3d avg:−1.36%
SHORT trade[XYZ] · nowxyz:MU
+27.15%
3d avg:+5.05%
Entry Spread Now
−0.091%
Eaten by executionL 992.3800 · S 991.4800−$9.07 if it converges
24h range −0.36%…+0.27% · median −0.07%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
−$29.78
−0.30%
$Avg Daily PnL
+$1.32
+0.0132%
★Best Day
+$1.75
Aug 15
◎Open Interest
⚡Funding APR
+4.80%
annualized · funding only
⚠Execution Cost
−$35.04
entry + exit fees
⏱Payback
26.6d
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 (−$35.04 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.