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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 ~2.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+25.49%
3d Period Avg+22.58%
swing±21.56%
LONG Arcus · now
−5.09%
3d avg:+7.00%
SHORT WEEX · now
+20.40%
3d avg:+29.58%
Entry Spread Now
+0.177%
In your favorL 719.0600 · S 720.3300+$17.66 if it converges
24h range −0.05%…+0.58% · median +0.21%
Long pays every1hShort pays every8h
LONGmaker0%/taker0.022%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$4.00
−0.04%
$Avg Daily PnL
+$5.50
+0.0550%
★Best Day
+$8.86
Oct 19
◎Open Interest
⚡Funding APR
+20.07%
annualized · funding only
⚠Execution Cost
−$20.50
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 (−$20.50 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.