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updated 7:21:34 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+11.52%
LONG WEEX · now
+10.96%
3d avg:+10.96%
SHORT OKX · nowMUBARAK-USDT-SWAP
+10.96%
3d avg:+22.48%
Entry Spread Now
+0.792%
In your favorL 0.01691 · S 0.01704+$79.24 if it converges
24h range −0.58%…+1.51% · median +0.23%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$16.54
−0.17%
$Avg Daily PnL
+$2.37
+0.0237%
★Best Day
+$4.76
Aug 16
◎Open Interest
WEEX$1.49M
OKX$1.22M⚡Funding APR
+8.63%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
11.0d
to break even
◧24h Volume
WEEX$1.03MOKX$5.55MLoading 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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.