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updated 4:31:17 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~9.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+9.89%
3d Period Avg+17.81%
LONG WEEX · now
+1.07%
3d avg:−6.85%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.032%
Eaten by executionL 94.5500 · S 94.5800+$3.17 if it converges
24h range −0.16%…+0.14% · median −0.06%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$11.37
−0.11%
$Avg Daily PnL
+$3.66
+0.0366%
★Best Day
+$5.57
Aug 14
◎Open Interest
WEEX$113
Gate.io$1.21M⚡Funding APR
+13.35%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
7.1d
to break even
◧24h Volume
WEEX$628.0KGate.io$23.8KLoading 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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.