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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.07%
3d Period Avg+22.65%
swing±16.15%
LONG WEEX · now
−10.11%
3d avg:−6.10%
SHORT BloFin · now
+10.96%
3d avg:+16.55%
Entry Spread Now
+0.092%
Eaten by executionL 196.0500 · S 196.2300+$9.18 if it converges
24h range −0.37%…+1.58% · median +0.05%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Limited funding history — chart clipped to available data
- WEEX (Long): live data only — historical backfill pending (depth grows organically as we ingest)
- BloFin (Short): live data only — historical backfill pending (depth grows organically as we ingest)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 100%, short 33% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$19.03
−0.19%
$Avg Daily PnL
+$2.99
+0.0299%
★Best Day
+$3.71
Sep 30
◎Open Interest
WEEX$223
BloFin$28.0K⚡Funding APR
+10.92%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
9.4d
to break even
◧24h Volume
WEEX$4.0KBloFin$11.5KLoading 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 (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.