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updated 2:37:27 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.24%
30d Period Avg+16.14%
LONG WEEX · now
−11.29%
30d avg:−5.18%
SHORT Gate.io · now
+10.96%
30d avg:+10.96%
Entry Spread Now
−0.678%
Against youL 453.9800 · S 450.9000−$67.84 if it converges
24h range −0.98%…−0.61% · median −0.81%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$101.23
+1.01%
$Avg Daily PnL
+$4.10
+0.0410%
★Best Day
+$6.13
Aug 7
◎Open Interest
WEEX$56.6K
Gate.io$23.6K⚡Funding APR
+14.98%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
6.3d
to break even
◧24h Volume
WEEX$189.7KGate.io$2.2KLoading 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.