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updated 7:19:55 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~13d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+7.33%
3d Period Avg+12.13%
LONG WEEX · now
+3.62%
3d avg:−1.17%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.094%
Eaten by executionL 395.1000 · S 394.7300−$9.36 if it converges
24h range −0.15%…+0.74% · median +0.37%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$16.04
−0.16%
$Avg Daily PnL
+$3.32
+0.0332%
★Best Day
+$4.49
Aug 15
◎Open Interest
WEEX$675.3K
Gate.io$105.0K⚡Funding APR
+12.12%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
7.8d
to break even
◧24h Volume
WEEX$8.3KGate.io$19.2KLoading 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.