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updated 2:40:28 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+15.75%
30d Period Avg+16.91%
LONG WEEX · now
−4.80%
30d avg:−6.10%
SHORT Gate.io · now
+10.96%
30d avg:+10.81%
Entry Spread Now
−0.512%
Against youL 267.5500 · S 266.1800−$51.21 if it converges
24h range −0.96%…+0.18% · median −0.47%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$112.89
+1.13%
$Avg Daily PnL
+$4.48
+0.0448%
★Best Day
+$6.10
Jul 25
◎Open Interest
WEEX$1.1K
Gate.io$276.4K⚡Funding APR
+16.35%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
5.8d
to break even
◧24h Volume
WEEX$111.7KGate.io$155.0KLoading 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.