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updated 7:18:49 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+4.92%
LONG WEEX · now
+10.96%
3d avg:+6.04%
SHORT Aster · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.027%
Eaten by executionL 0.03366 · S 0.03367+$2.66 if it converges
24h range −0.51%…+1.64% · median +0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$19.96
−0.20%
$Avg Daily PnL
+$1.01
+0.0101%
★Best Day
+$2.60
Aug 16
◎Open Interest
WEEX$5.41M
Aster$3.9K⚡Funding APR
+3.68%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
23.8d
to break even
◧24h Volume
WEEX$759.4KAster$1.3KLoading 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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.