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updated 4:31:50 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.00%
3d Period Avg+17.24%
LONG WEEX · now
−11.05%
3d avg:−6.28%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.032%
Eaten by executionL 9.2600 · S 9.2570−$3.24 if it converges
24h range −0.22%…+0.23% · median −0.04%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$11.84
−0.12%
$Avg Daily PnL
+$3.54
+0.0354%
★Best Day
+$6.04
Aug 15
◎Open Interest
WEEX$16.4K
Gate.io$245.4K⚡Funding APR
+12.92%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
7.3d
to break even
◧24h Volume
WEEX$17.6KGate.io$375.4KLoading 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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.