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updated 2:12:04 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
+29.70%
30d Period Avg+4.03%
LONG WEEX · now
−3.05%
30d avg:+4.69%
SHORT trade[XYZ] · nowxyz:MU
+26.65%
30d avg:+8.72%
Entry Spread Now
−0.034%
Eaten by executionL 982.4500 · S 982.1200−$3.36 if it converges
24h range −0.36%…+0.04% · median −0.08%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
−$2.42
−0.02%
$Avg Daily PnL
+$1.06
+0.0106%
★Best Day
+$5.87
Jul 25
◎Open Interest
⚡Funding APR
+3.86%
annualized · funding only
⚠Execution Cost
−$35.22
entry + exit fees
⏱Payback
1.1mo
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 (−$35.22 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.