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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 ~11d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.29%
30d Period Avg+10.90%
swing±0.67%
LONG Gate.io · now
+0.00%
30d avg:+0.00%
SHORT WEEX · now
+10.29%
30d avg:+10.90%
Entry Spread Now
+0.000%
NeutralL 55.1300 · S 55.1300
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
+$58.51
+0.59%
$Avg Daily PnL
+$2.98
+0.0298%
★Best Day
+$3.08
Sep 17
◎Open Interest
⚡Funding APR
+10.89%
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.