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updated 2:37:56 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+20.87%
30d Period Avg+13.71%
LONG WEEX · now
−9.92%
30d avg:−2.09%
SHORT Gate.io · now
+10.96%
30d avg:+11.62%
Entry Spread Now
−0.150%
Against youL 33.2700 · S 33.2200−$15.03 if it converges
24h range −0.45%…+0.00% · median −0.12%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$86.67
+0.87%
$Avg Daily PnL
+$3.63
+0.0363%
★Best Day
+$20.90
Aug 9
◎Open Interest
WEEX$47
Gate.io$2.31M⚡Funding APR
+13.27%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
7.2d
to break even
◧24h Volume
WEEX$853.7KGate.io$552.3KLoading 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.