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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
+35.51%
3d Period Avg−44.13%
swing±68.66%
LONG WEEX · now
−29.99%
3d avg:+53.65%
SHORT Ondo · nowNATGAS-USD.P
+5.52%
3d avg:+9.52%
Entry Spread Now
−0.074%
Eaten by executionL 3.1170 · S 3.1147−$7.38 if it converges
24h range −0.16%…+0.28% · median −0.03%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.015%/taker0.035%
Loading Funding History…
↗Total PnL
−$46.76
−0.47%
$Avg Daily PnL
−$7.92
−0.0792%
★Best Day
+$9.79
Sep 28
◎Open Interest
⚡Funding APR
−28.91%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
never
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 (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.