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updated 12:35:12 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+19.66%
3d Period Avg+71.40%
LONG WEEX · now
−99.82%
3d avg:−82.68%
SHORT Pacifica · now
−80.17%
3d avg:−11.28%
Entry Spread Now
−0.135%
Against youL ask 1,648.83 · S bid 1,646.6−$13.52 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
+$31.23
+0.31%
$Avg Daily PnL
+$15.13
+0.1513%
★Best Day
+$25.93
Aug 15
◎Open Interest
WEEX$140.44M
Pacifica$345.6K⚡Funding APR
+55.22%
annualized · funding only
⚠Execution Cost
−$29.28
entry + exit fees
⏱Payback
1.9d
to break even
◧24h Volume
WEEX$9.02MPacifica$878.5KLoading 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 (−$29.28 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.