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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 ~2.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+45.04%
3d Period Avg+25.89%
swing±17.09%
LONG WEEX · now
−23.12%
3d avg:+6.12%
SHORT Hotcoin · now
+21.92%
3d avg:+32.01%
Entry Spread Now
+0.021%
Eaten by executionL 140.8500 · S 140.8800+$2.13 if it converges
24h range −0.11%…+0.10% · median +0.04%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$6.74
−0.07%
$Avg Daily PnL
+$7.09
+0.0709%
★Best Day
+$7.70
Sep 30
◎Open Interest
⚡Funding APR
+25.87%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
4.0d
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 (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.