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updated 2:40:50 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~35d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.70%
30d Period Avg+6.44%
LONG WEEX · now
+8.26%
30d avg:+4.52%
SHORT Gate.io · now
+10.96%
30d avg:+10.96%
Entry Spread Now
−0.023%
Eaten by executionL 384.5900 · S 384.5000−$2.34 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%
Limited funding history — chart clipped to available data
- WEEX (Long): data starts Jul 21, 2026 (26d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Loading Funding History…
↗Total PnL
+$30.98
+0.31%
$Avg Daily PnL
+$1.84
+0.0184%
★Best Day
+$5.90
Aug 15
◎Open Interest
WEEX$85
Gate.io$50.3K⚡Funding APR
+6.71%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
14.1d
to break even
◧24h Volume
WEEX$176.6KGate.io$13.5KLoading 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.