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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 not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+180.14%
3d Period Avg+53.12%
swing±61.61%
LONG WEEX · now
−12.05%
3d avg:−2.21%
SHORT TxFlow · now
+168.09%
3d avg:+50.91%
Entry Spread Now
+0.346%
In your favorL 37.8700 · S 38.0010+$34.59 if it converges
24h range −0.74%…+0.66% · median +0.22%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.015%/taker0.045%
Loading Funding History…
↗Total PnL
+$18.29
+0.18%
$Avg Daily PnL
+$14.43
+0.1443%
★Best Day
+$14.43
Sep 30
◎Open Interest
⚡Funding APR
+52.67%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
1.7d
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 (−$25.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.