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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 ~2.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+57.30%
30d Period Avg+9.63%
swing±27.33%
LONG WEEX · now
−11.28%
30d avg:−4.07%
SHORT Gate.io · now
+46.02%
30d avg:+5.56%
Entry Spread Now
+0.174%
In your favorL 10.3400 · S 10.3580+$17.41 if it converges
24h range −0.11%…+0.11% · median +0.05%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$48.10
+0.48%
$Avg Daily PnL
+$2.64
+0.0264%
★Best Day
+$17.29
Sep 14
◎Open Interest
⚡Funding APR
+9.62%
annualized · funding only
⚠Execution Cost
−$31.00
entry + exit fees
⏱Payback
11.8d
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 (−$31.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.