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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 ~0.5d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+198.01%
3d Period Avg−46.60%
swing±82.63%
LONG WEEX · now
−33.21%
3d avg:+53.65%
SHORT Extended · nowXNG-USD
+164.80%
3d avg:+7.05%
Entry Spread Now
−0.107%
Eaten by executionL 3.1230 · S 3.1196−$10.73 if it converges
24h range −0.15%…+0.41% · median +0.10%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$50.34
−0.50%
$Avg Daily PnL
−$8.60
−0.0860%
★Best Day
+$11.90
Sep 28
◎Open Interest
WEEX$6.2K
Extended$588.4K⚡Funding APR
−31.38%
annualized · funding only
⚠Execution Cost
−$24.54
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
WEEX$6.7KExtended$1.08MLoading 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 (−$24.54 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.