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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 ~14d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+7.12%
3d Period Avg+132.26%
swing±137.19%
LONG WEEX · now
−7.12%
3d avg:+2.59%
SHORT LBank · now
+0.00%
3d avg:+134.85%
Entry Spread Now
−0.299%
Against youL 4.0120 · S 4.0000−$29.91 if it converges
24h range −0.33%…+0.30% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$74.60
+0.75%
$Avg Daily PnL
+$34.20
+0.3420%
★Best Day
+$47.90
Sep 29
◎Open Interest
⚡Funding APR
+124.83%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
19.7h
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 (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.