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updated 4:23:14 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−4.80%
3d Period Avg+1.72%
LONG WEEX · now
+4.80%
3d avg:−10.08%
SHORT Bitget · now
+0.00%
3d avg:−8.36%
Entry Spread Now
+0.028%
Eaten by executionL 21.4100 · S 21.4160+$2.80 if it converges
24h range −1.16%…+0.96% · median −0.45%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$26.59
−0.27%
$Avg Daily PnL
+$0.47
+0.0047%
★Best Day
+$2.86
Aug 3
◎Open Interest
⚡Funding APR
+1.71%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
2.0mo
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.