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updated 4:37:56 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~15d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+6.39%
3d Period Avg+13.38%
LONG WEEX · now
+4.57%
3d avg:−2.42%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.029%
Eaten by executionL 384.0800 · S 383.9700−$2.86 if it converges
24h range −0.20%…+0.43% · median +0.10%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$15.02
−0.15%
$Avg Daily PnL
+$2.75
+0.0275%
★Best Day
+$5.90
Aug 15
◎Open Interest
WEEX$38
Gate.io$50.2K⚡Funding APR
+10.02%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
9.5d
to break even
◧24h Volume
WEEX$168.2KGate.io$13.0KLoading 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.