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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+49.89%
3d Period Avg+27.32%
swing±26.95%
LONG Gate.io · now
−39.45%
3d avg:−16.28%
SHORT WEEX · now
+10.44%
3d avg:+11.04%
Entry Spread Now
−0.031%
Eaten by executionL 0.06537 · S 0.06535−$3.06 if it converges
24h range −0.70%…+0.61% · median +0.09%
Long pays every8hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$8.56
−0.09%
$Avg Daily PnL
+$7.48
+0.0748%
★Best Day
+$11.03
Sep 30
◎Open Interest
⚡Funding APR
+27.30%
annualized · funding only
⚠Execution Cost
−$31.00
entry + exit fees
⏱Payback
4.1d
to break even
◧24h Volume
Loading 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 (−$31.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.