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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 ~48d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.12%
3d Period Avg+2.82%
swing±3.45%
LONG Bitget · now
+0.00%
3d avg:−1.08%
SHORT WEEX · now
+2.12%
3d avg:+1.74%
Entry Spread Now
+0.120%
Eaten by executionL 16.6900 · S 16.7100+$11.98 if it converges
24h range −0.73%…+0.35% · median +0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$25.68
−0.26%
$Avg Daily PnL
+$0.77
+0.0077%
★Best Day
+$1.20
Sep 28
◎Open Interest
⚡Funding APR
+2.82%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
1.2mo
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.