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updated 8:01:04 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−184.92%
3d Period Avg−67.61%
LONG WEEX · now
+190.40%
3d avg:+73.09%
SHORT Aster · now
+5.48%
3d avg:+5.48%
Entry Spread Now
+5.086%
In your favorL 99.2690 · S 104.3178+$508.59 if it converges
24h range +2.54%…+10.56% · median +8.24%
Long pays every1hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$73.88
−0.74%
$Avg Daily PnL
−$12.47
−0.1247%
★Best Day
−$2.49
Aug 14
◎Open Interest
⚡Funding APR
−45.52%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
never
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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.