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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 ~3.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+119.34%
3d Period Avg−19.27%
swing±98.58%
LONG Extended · nowPURR-USD
−108.70%
3d avg:+36.53%
SHORT WEEX · nowPURRUSDT
+10.64%
3d avg:+17.26%
Entry Spread Now
+0.006%
NeutralL 12.3973 · S 12.3980
24h range −0.15%…+0.62% · median +0.14%
Long pays every1hShort pays every8h
LONGmaker0%/taker0.025%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$134.68
−1.35%
$Avg Daily PnL
−$8.19
−0.0819%
★Best Day
+$4.55
Oct 1
◎Open Interest
⚡Funding APR
−29.88%
annualized · funding only
⚠Execution Cost
−$110.12
entry + exit fees
⏱Payback
never
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 (−$110.12 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.