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updated 8:04:00 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~11d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+8.40%
3d Period Avg−8.02%
LONG grvt · nowQNTX_USDT_Perp
+0.00%
3d avg:+4.37%
SHORT WEEX · nowQNTXUSDT
+8.40%
3d avg:−3.65%
Entry Spread Now
−0.054%
Eaten by executionL 65.9257 · S 65.8900−$5.42 if it converges
24h range −0.43%…+0.41% · median −0.01%
Long pays every8hShort pays every8h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$32.59
−0.33%
$Avg Daily PnL
−$2.20
−0.0220%
★Best Day
−$0.01
Aug 16
◎Open Interest
grvt$1.1K
WEEX$2.2K⚡Funding APR
−8.02%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
grvt$102.9KWEEX$780.2KLoading 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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.