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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
+226.91%
30d Period Avg+69.50%
swing±55.72%
LONG WEEX · now
−20.93%
30d avg:−21.80%
SHORT LBank · now
+205.98%
30d avg:+47.70%
Entry Spread Now
+0.028%
Eaten by executionL 0.7209 · S 0.7211+$2.77 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
+$542.84
+5.43%
$Avg Daily PnL
+$19.03
+0.1903%
★Best Day
+$51.63
Sep 25
◎Open Interest
WEEX—
LBank—⚡Funding APR
+69.45%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
1.5d
to break even
◧24h Volume
WEEX$42.3KLBank$6.06MLoading 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.