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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 ~4.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.66%
30d Period Avg+50.45%
swing±72.22%
LONG WEEX · now
−11.70%
30d avg:+1.55%
SHORT TxFlow · now
+10.96%
30d avg:+52.00%
Entry Spread Now
+0.207%
In your favorL 37.6700 · S 37.7480+$20.71 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%
Limited funding history — chart clipped to available data
- TxFlow (Short): data starts Sep 23, 2026 (8d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 100%, short 26% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$82.07
+0.82%
$Avg Daily PnL
+$3.57
+0.0357%
★Best Day
+$30.38
Sep 25
◎Open Interest
⚡Funding APR
+13.03%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
7.0d
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.