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updated 8:01:49 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~33d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.85%
3d Period Avg+9.80%
LONG WEEX · now
+8.11%
3d avg:+1.16%
SHORT ApeX · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.120%
Eaten by executionL 0.08350 · S 0.08360+$11.98 if it converges
24h range −0.12%…+0.48% · median +0.12%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$18.53
−0.19%
$Avg Daily PnL
+$1.87
+0.0187%
★Best Day
+$3.56
Aug 15
◎Open Interest
WEEX$4.11M
ApeX$31.9K⚡Funding APR
+6.82%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
13.9d
to break even
◧24h Volume
WEEX$586.1KApeX$361.3KLoading 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.