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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 ~9.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.44%
3d Period Avg+10.90%
swing±0.83%
LONG Gate.io · now
+0.00%
3d avg:+0.00%
SHORT WEEX · now
+11.44%
3d avg:+10.90%
Entry Spread Now
+0.650%
In your favorL 55.3900 · S 55.7500+$64.99 if it converges
24h range −0.63%…+0.79% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$22.04
−0.22%
$Avg Daily PnL
+$2.99
+0.0299%
★Best Day
+$2.97
Sep 30
◎Open Interest
⚡Funding APR
+10.90%
annualized · funding only
⚠Execution Cost
−$31.00
entry + exit fees
⏱Payback
10.4d
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 (−$31.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.