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updated 4:34:01 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+191.49%
3d Period Avg+132.62%
LONG WEEX · now
−11.13%
3d avg:+0.06%
SHORT CoinW · now
+180.35%
3d avg:+132.68%
Entry Spread Now
−0.487%
Against youL 18.4700 · S 18.3800−$48.73 if it converges
24h range −0.65%…+0.05% · median −0.32%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Limited funding history — chart clipped to available data
- CoinW (Short): live data only — historical backfill pending (depth grows organically as we ingest)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 100%, short 44% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$23.52
+0.24%
$Avg Daily PnL
+$12.88
+0.1288%
★Best Day
+$32.96
Aug 16
◎Open Interest
WEEX$15.1K
CoinW—⚡Funding APR
+47.01%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
2.2d
to break even
◧24h Volume
WEEX$93.1KCoinW—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 (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.