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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 ~1.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+66.99%
30d Period Avg+77.09%
swing±133.86%
LONG WEEX · now
−18.12%
30d avg:−0.11%
SHORT LBank · now
+48.87%
30d avg:+76.98%
Entry Spread Now
+0.000%
NeutralL 4.0100 · S 4.0100
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
+$576.88
+5.77%
$Avg Daily PnL
+$20.16
+0.2016%
★Best Day
+$52.22
Sep 18
◎Open Interest
⚡Funding APR
+73.59%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
1.4d
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.