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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
+130.83%
30d Period Avg+10.50%
swing±43.18%
LONG TxFlow · now
−122.40%
30d avg:−4.32%
SHORT WEEX · now
+8.42%
30d avg:+6.18%
Entry Spread Now
+0.117%
Eaten by executionL 25.6000 · S 25.6300+$11.72 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%
Limited funding history — chart clipped to available data
- TxFlow (Long): data starts Sep 30, 2026 (1d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 4%, short 100% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$84.45
+0.84%
$Avg Daily PnL
+$3.65
+0.0365%
★Best Day
+$27.05
Sep 15
◎Open Interest
TxFlow$781
WEEX$6⚡Funding APR
+13.32%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
6.8d
to break even
◧24h Volume
TxFlow$14.7KWEEX$24.2KLoading 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.