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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 ~2.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+42.62%
30d Period Avg+32.50%
swing±24.24%
LONG WEEX · now
−20.71%
30d avg:+3.14%
SHORT Hotcoin · now
+21.92%
30d avg:+35.64%
Entry Spread Now
+0.000%
NeutralL 19.4800 · S 19.4800
24h range −0.05%…+0.05% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$198.93
+1.99%
$Avg Daily PnL
+$7.56
+0.0756%
★Best Day
+$17.77
Sep 29
◎Open Interest
⚡Funding APR
+27.61%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
3.7d
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.