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updated 11:15:17 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+87.85%
1d Period Avg+115.22%
LONG WEEX · now
−117.79%
1d avg:−110.39%
SHORT Pacifica · now
−29.94%
1d avg:+4.83%
Entry Spread Now
−0.015%
Against youL ask 1,658.64 · S bid 1,658.4−$1.45 at entry
24h range −0.16%…+0.06% · median −0.03%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.015%/taker0.040%
Loading Funding History…
↗Total PnL
+$3.67
+0.04%
$Avg Daily PnL
+$16.02
+0.1602%
★Best Day
+$22.09
Aug 16
◎Open Interest
WEEX$140.94M
Pacifica$347.0K⚡Funding APR
+58.48%
annualized · funding only
⚠Execution Cost
−$28.37
entry + exit fees
⏱Payback
1.8d
to break even
◧24h Volume
WEEX$9.16MPacifica$1.01MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$28.37 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.