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updated 9:38:01 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~40d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.17%
3d Period Avg−10.59%
LONG WEEX · now
−6.08%
3d avg:+5.04%
SHORT Aster · now
−3.91%
3d avg:−5.55%
Entry Spread Now
+1.063%
In your favorL 0.07421 · S 0.07500+$106.35 if it converges
24h range −0.64%…+0.76% · median +0.20%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$32.62
−0.33%
$Avg Daily PnL
−$2.16
−0.0216%
★Best Day
−$0.29
Aug 14
◎Open Interest
WEEX$1.92M
Aster$87.3K⚡Funding APR
−7.87%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
WEEX$1.62MAster$12.0KLoading 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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.