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updated 2:40:03 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.94%
30d Period Avg+18.47%
LONG WEEX · now
−10.98%
30d avg:−7.51%
SHORT Gate.io · now
+10.96%
30d avg:+10.96%
Entry Spread Now
−0.019%
NeutralL 422.0800 · S 422.0000
24h range −0.30%…+0.16% · median −0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$125.65
+1.26%
$Avg Daily PnL
+$4.89
+0.0489%
★Best Day
+$9.60
Aug 7
◎Open Interest
WEEX$127
Gate.io$299.0K⚡Funding APR
+17.86%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
5.3d
to break even
◧24h Volume
WEEX$364.1KGate.io$247.3KLoading 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.