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updated 9:04:30 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+10.24%
LONG Gate.io · now
+10.96%
3d avg:+10.75%
SHORT WEEX · now
+10.96%
3d avg:+20.99%
Entry Spread Now
+0.041%
Eaten by executionL 0.07332 · S 0.07335+$4.09 if it converges
24h range −1.59%…+3.01% · median +0.24%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$15.85
−0.16%
$Avg Daily PnL
+$3.38
+0.0338%
★Best Day
+$7.53
Aug 15
◎Open Interest
Gate.io$5.22M
WEEX$43.9K⚡Funding APR
+12.35%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
7.7d
to break even
◧24h Volume
Gate.io$2.94MWEEX$4.57MLoading 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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.