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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 ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+208.56%
3d Period Avg+118.92%
swing±68.57%
LONG WEEX · now
−22.42%
3d avg:−21.57%
SHORT LBank · now
+186.14%
3d avg:+97.35%
Entry Spread Now
+0.055%
Eaten by executionL 0.7254 · S 0.7258+$5.51 if it converges
24h range −2.02%…+0.51% · median +0.07%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$69.68
+0.70%
$Avg Daily PnL
+$32.56
+0.3256%
★Best Day
+$40.47
Sep 30
◎Open Interest
WEEX—
LBank—⚡Funding APR
+118.84%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
20.6h
to break even
◧24h Volume
WEEX$42.1KLBank$5.98MLoading 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.