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updated 2:37:58 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+20.82%
30d Period Avg+18.33%
LONG WEEX · now
−9.86%
30d avg:−9.77%
SHORT Gate.io · now
+10.96%
30d avg:+8.56%
Entry Spread Now
−0.119%
Eaten by executionL 9.2600 · S 9.2490−$11.88 if it converges
24h range −0.22%…+0.23% · median −0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$124.53
+1.25%
$Avg Daily PnL
+$4.86
+0.0486%
★Best Day
+$6.11
Aug 4
◎Open Interest
WEEX$16.4K
Gate.io$245.2K⚡Funding APR
+17.72%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
5.3d
to break even
◧24h Volume
WEEX$17.1KGate.io$384.1KLoading 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.