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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 ~0.3d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+283.47%
30d Period Avg−48.85%
swing±95.85%
LONG WEEX · now
−108.15%
30d avg:+89.95%
SHORT Extended · nowXNG-USD
+175.32%
30d avg:+41.10%
Entry Spread Now
−0.044%
Eaten by executionL 3.1180 · S 3.1166−$4.41 if it converges
24h range −0.15%…+0.41% · median +0.12%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$497.63
−4.98%
$Avg Daily PnL
−$15.76
−0.1576%
★Best Day
+$39.61
Sep 14
◎Open Interest
WEEX$6.2K
Extended$588.5K⚡Funding APR
−57.52%
annualized · funding only
⚠Execution Cost
−$24.84
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
WEEX$6.7KExtended$1.05MLoading 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 (−$24.84 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.