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updated 2:39:58 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~8.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.66%
30d Period Avg+9.92%
LONG WEEX · now
−0.70%
30d avg:+0.95%
SHORT Gate.io · now
+10.96%
30d avg:+10.87%
Entry Spread Now
+0.021%
Eaten by executionL 94.4800 · S 94.5000+$2.12 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
+$55.53
+0.56%
$Avg Daily PnL
+$2.63
+0.0263%
★Best Day
+$5.84
Aug 14
◎Open Interest
WEEX$113
Gate.io$1.26M⚡Funding APR
+9.60%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
9.9d
to break even
◧24h Volume
WEEX$693.8KGate.io$7.6KLoading 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.