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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 ~3.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+25.72%
30d Period Avg+15.63%
swing±64.00%
LONG WEEX · nowSAMSUNGUSDT
−19.99%
30d avg:−6.19%
SHORT Polymarket · nowSAMSUNG-USD
+5.73%
30d avg:+9.44%
Entry Spread Now
−0.074%
Eaten by executionL 203.6300 · S 203.4800−$7.37 if it converges
24h range −0.28%…+0.47% · median −0.03%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.013%/taker0.040%
Loading Funding History…
↗Total PnL
+$104.09
+1.04%
$Avg Daily PnL
+$4.27
+0.0427%
★Best Day
+$17.01
Aug 31
◎Open Interest
⚡Funding APR
+15.58%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
5.6d
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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.