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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−16.67%
3d Period Avg+50.68%
swing±127.15%
LONG Aftermath · now
−242.45%
3d avg:−2.08%
SHORT WEEX · now
−259.12%
3d avg:+48.60%
Entry Spread Now
−0.117%
Against youL ask 890.3557 · S bid 889.3100−$11.74 at entry
24h range −5.54%…+0.28% · median +0.11%
Long pays every1hShort pays every4h
LONGmaker-0.005%/taker0.045%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$10.57
−0.11%
$Avg Daily PnL
+$5.12
+0.0512%
★Best Day
+$43.13
Oct 17
◎Open Interest
⚡Funding APR
+18.70%
annualized · funding only
⚠Execution Cost
−$25.94
entry + exit fees
⏱Payback
5.1d
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 (−$25.94 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.