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updated 7:19:57 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+19.42%
LONG WEEX · now
+10.96%
3d avg:+10.96%
SHORT Gate.io · now
+10.96%
3d avg:+30.38%
Entry Spread Now
−0.256%
Eaten by executionL 0.002738 · S 0.002731−$25.57 if it converges
24h range −0.22%…+0.75% · median +0.22%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$544.83
−5.45%
$Avg Daily PnL
+$3.99
+0.0399%
★Best Day
+$9.34
Aug 15
◎Open Interest
WEEX$9.95M
Gate.io$119.2K⚡Funding APR
+14.55%
annualized · funding only
⚠Execution Cost
−$560.78
entry + exit fees
⏱Payback
4.7mo
to break even
◧24h Volume
WEEX$690.3KGate.io$54.7KLoading 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 (−$560.78 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.