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updated 4:38:05 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.24%
3d Period Avg+22.43%
LONG WEEX · now
−10.28%
3d avg:−11.47%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.303%
In your favorL 36.3600 · S 36.4700+$30.25 if it converges
24h range −0.03%…+0.11% · median +0.05%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$7.58
−0.08%
$Avg Daily PnL
+$4.61
+0.0461%
★Best Day
+$6.26
Aug 15
◎Open Interest
WEEX$95
Gate.io$55.4K⚡Funding APR
+16.81%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
5.7d
to break even
◧24h Volume
WEEX$690.4KGate.io$10Loading 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.