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updated 2:56:18 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
+14.51%
30d Period Avg+15.14%
LONG WEEX · now
−3.55%
30d avg:−4.18%
SHORT Gate.io · now
+10.96%
30d avg:+10.96%
Entry Spread Now
+0.061%
Eaten by executionL 197.3000 · S 197.4200+$6.08 if it converges
24h range −0.25%…+1.05% · median +0.24%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$98.31
+0.98%
$Avg Daily PnL
+$4.01
+0.0401%
★Best Day
+$6.08
Jul 22
◎Open Interest
⚡Funding APR
+14.64%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
6.5d
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.