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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 ~1.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+89.07%
30d Period Avg+11.52%
swing±42.88%
LONG Gate.io · now
−78.13%
30d avg:−1.99%
SHORT WEEX · now
+10.95%
30d avg:+9.53%
Entry Spread Now
+0.015%
NeutralL 0.06538 · S 0.06539
24h range −0.70%…+0.61% · median +0.13%
Long pays every8hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
+$64.65
+0.65%
$Avg Daily PnL
+$3.19
+0.0319%
★Best Day
+$29.73
Sep 4
◎Open Interest
⚡Funding APR
+11.64%
annualized · funding only
⚠Execution Cost
−$31.00
entry + exit fees
⏱Payback
9.7d
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.