← Back to Screener
updated 12:38:50 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~36d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+12.96%
3d Period Avg−15.74%
LONG WEEX · now
−2.00%
3d avg:−0.74%
SHORT Gate.io · nowSPX500_USDT
+10.96%
3d avg:−16.48%
Entry Spread Now
−0.232%
Against youL ask 7,786 · S bid 7,767.93−$23.21 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
−$140.69
−1.41%
$Avg Daily PnL
−$3.23
−0.0323%
★Best Day
−$2.00
Aug 13
◎Open Interest
WEEX$14.80M
Gate.io$2.77M⚡Funding APR
−11.80%
annualized · funding only
⚠Execution Cost
−$127.76
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
WEEX$375.7KGate.io$16.3KLoading 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 (−$127.76 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.