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updated 8:00:59 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−16.64%
3d Period Avg+1.54%
LONG WEEX · now
+5.61%
3d avg:+14.93%
SHORT Aster · now
−11.03%
3d avg:+16.47%
Entry Spread Now
+0.079%
Eaten by executionL 0.001645 · S 0.001646+$7.90 if it converges
24h range −0.49%…+0.80% · median +0.05%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$125.26
−1.25%
$Avg Daily PnL
+$0.50
+0.0050%
★Best Day
+$2.81
Aug 15
◎Open Interest
WEEX$8.64M
Aster$8.9K⚡Funding APR
+1.83%
annualized · funding only
⚠Execution Cost
−$127.27
entry + exit fees
⏱Payback
8.5mo
to break even
◧24h Volume
WEEX$54.8KAster$4.0KLoading 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 (−$127.27 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.