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updated 7:10:23 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+37.67%
30d Period Avg+14.10%
swing±32.63%
LONG Kinetiq · nowmkts:USTECH
−17.51%
30d avg:−2.36%
SHORT WEEX · now
+20.16%
30d avg:+11.74%
Entry Spread Now
+0.095%
Eaten by executionL 719.3200 · S 720.0000+$9.45 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
+$31.12
+0.31%
$Avg Daily PnL
+$2.20
+0.0220%
★Best Day
+$5.89
Aug 28
◎Open Interest
Kinetiq$3.10M
WEEX—⚡Funding APR
+8.04%
annualized · funding only
⚠Execution Cost
−$37.16
entry + exit fees
⏱Payback
16.9d
to break even
◧24h Volume
Kinetiq$2.13MWEEX$4.35MLoading 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 (−$37.16 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.