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updated 8:24:45 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.03%
3d Period Avg+13.39%
swing±9.59%
LONG Kinetiq · nowmkts:USTECH
+1.17%
3d avg:+2.81%
SHORT WEEX · now
+22.20%
3d avg:+16.20%
Entry Spread Now
+0.080%
Eaten by executionL 720.7900 · S 721.3700+$8.05 if it converges
24h range −0.13%…+0.30% · median +0.09%
Long pays every1hShort pays every8h
LONGmaker0.030%/taker0.090%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$26.58
−0.27%
$Avg Daily PnL
+$2.89
+0.0289%
★Best Day
+$5.39
Sep 4
◎Open Interest
Kinetiq$3.07M
WEEX—⚡Funding APR
+10.54%
annualized · funding only
⚠Execution Cost
−$38.13
entry + exit fees
⏱Payback
13.2d
to break even
◧24h Volume
Kinetiq$2.20MWEEX$4.28MLoading 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 (−$38.13 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.