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updated 4:01:59 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
+21.32%
3d Period Avg+21.75%
LONG WEEX · now
−10.37%
3d avg:−10.79%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.070%
Eaten by executionL 28.5500 · S 28.5300−$7.01 if it converges
24h range −0.11%…+0.11% · median +0.04%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$8.14
−0.08%
$Avg Daily PnL
+$4.47
+0.0447%
★Best Day
+$5.96
Aug 15
◎Open Interest
WEEX$628
Gate.io$1.02M⚡Funding APR
+16.30%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
5.8d
to break even
◧24h Volume
WEEX$411.8KGate.io$397.0KLoading 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.