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updated 4:19:20 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.77%
3d Period Avg+15.88%
LONG WEEX · now
−11.81%
3d avg:−4.92%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.121%
Eaten by executionL 198.2400 · S 198.0000−$12.11 if it converges
24h range −0.25%…+1.05% · median +0.22%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$12.96
−0.13%
$Avg Daily PnL
+$4.35
+0.0435%
★Best Day
+$4.58
Aug 2
◎Open Interest
⚡Funding APR
+15.86%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
6.0d
to break even
◧24h Volume
Loading 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.