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updated 11:15:50 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~25d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+13.78%
1d Period Avg−19.85%
LONG WEEX · now
−2.82%
1d avg:−2.07%
SHORT Gate.io · nowSPX500_USDT
+10.96%
1d avg:−21.92%
Entry Spread Now
−0.251%
Against youL ask 7,783.6 · S bid 7,764.03−$25.14 at entry
24h range −0.34%…−0.11% · median −0.21%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$98.44
−0.98%
$Avg Daily PnL
−$2.72
−0.0272%
★Best Day
−$1.80
Aug 15
◎Open Interest
WEEX$14.78M
Gate.io$2.77M⚡Funding APR
−9.92%
annualized · funding only
⚠Execution Cost
−$93.01
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
WEEX$376.5KGate.io$13.3KLoading 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 (−$93.01 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.