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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 ~4.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.05%
30d Period Avg+11.72%
swing±8.83%
LONG WEEX · nowONSTOCKUSDT
−11.09%
30d avg:−10.58%
SHORT Hotcoin · nowONUSDT
+10.96%
30d avg:+1.14%
Entry Spread Now
−0.280%
Against youL 78.5100 · S 78.2900−$28.02 if it converges
24h range −0.26%…+0.34% · median +0.06%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$68.26
+0.68%
$Avg Daily PnL
+$3.21
+0.0321%
★Best Day
+$6.14
Sep 29
◎Open Interest
⚡Funding APR
+11.71%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
8.7d
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 (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.