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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+125.13%
3d Period Avg+10.50%
swing±43.18%
LONG TxFlow · now
−154.31%
3d avg:−4.32%
SHORT WEEX · now
−29.18%
3d avg:+6.18%
Entry Spread Now
+0.039%
Eaten by executionL 25.6400 · S 25.6500+$3.90 if it converges
24h range −0.71%…+0.51% · median +0.12%
Long pays every1hShort pays every8h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.080%
Sparse settlements: long 42%, short 100% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$16.78
−0.17%
$Avg Daily PnL
+$2.74
+0.0274%
★Best Day
+$5.65
Oct 1
◎Open Interest
TxFlow$620
WEEX$2⚡Funding APR
+10.00%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
9.1d
to break even
◧24h Volume
TxFlow$15.2KWEEX$24.3KLoading 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 (−$25.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.