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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+74.95%
3d Period Avg+39.60%
swing±29.40%
LONG WEEX · now
+10.96%
3d avg:+11.75%
SHORT Gate.io · now
+85.91%
3d avg:+51.35%
Entry Spread Now
+0.082%
Eaten by executionL 0.06129 · S 0.06134+$8.16 if it converges
24h range −0.93%…+0.49% · median −0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$1.53
+0.02%
$Avg Daily PnL
+$10.84
+0.1084%
★Best Day
+$16.41
Sep 30
◎Open Interest
⚡Funding APR
+39.58%
annualized · funding only
⚠Execution Cost
−$31.00
entry + exit fees
⏱Payback
2.9d
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 (−$31.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.