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updated 4:05:32 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+15.05%
3d Period Avg+28.50%
LONG WEEX · now
+6.86%
3d avg:−6.59%
SHORT MEXC · nowTTWOSTOCK_USDT
+21.92%
3d avg:+21.91%
Entry Spread Now
+0.352%
In your favorL 247.4100 · S 248.2800+$35.16 if it converges
24h range −0.91%…−0.07% · median −0.54%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0.010%
Loading Funding History…
↗Total PnL
+$5.41
+0.05%
$Avg Daily PnL
+$5.85
+0.0585%
★Best Day
+$9.08
Aug 16
◎Open Interest
WEEX$16.1K
MEXC$2.47M⚡Funding APR
+21.36%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
3.1d
to break even
◧24h Volume
WEEX$190.8KMEXC$108.1KLoading 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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.