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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 ~2.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+42.91%
30d Period Avg+11.49%
swing±18.93%
LONG WEEX · now
−20.99%
30d avg:−5.35%
SHORT Hotcoin · now
+21.92%
30d avg:+6.14%
Entry Spread Now
−0.049%
Eaten by executionL 141.4200 · S 141.3500−$4.95 if it converges
24h range −0.11%…+0.08% · median +0.04%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$61.59
+0.62%
$Avg Daily PnL
+$2.99
+0.0299%
★Best Day
+$10.58
Sep 25
◎Open Interest
⚡Funding APR
+10.90%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
9.4d
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.