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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 ~2.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+29.40%
30d Period Avg+1.10%
swing±19.61%
LONG Arcus · now
−8.96%
30d avg:+10.00%
SHORT WEEX · now
+20.45%
30d avg:+11.10%
Entry Spread Now
+0.266%
In your favorL 717.4100 · S 719.3200+$26.62 if it converges
24h range −0.05%…+0.58% · median +0.24%
Long pays every1hShort pays every8h
LONGmaker0%/taker0.022%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$14.00
−0.14%
$Avg Daily PnL
+$0.25
+0.0025%
★Best Day
+$8.65
Oct 19
◎Open Interest
⚡Funding APR
+0.90%
annualized · funding only
⚠Execution Cost
−$21.43
entry + exit fees
⏱Payback
2.9mo
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 (−$21.43 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.