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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 ~1.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+95.77%
3d Period Avg+32.74%
swing±11.87%
LONG WEEX · now
−4.38%
3d avg:−9.14%
SHORT Hotcoin · now
+91.39%
3d avg:+23.60%
Entry Spread Now
−0.014%
NeutralL 73.3600 · S 73.3500
24h range −0.08%…+0.07% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$1.12
−0.01%
$Avg Daily PnL
+$8.96
+0.0896%
★Best Day
+$8.50
Sep 26
◎Open Interest
⚡Funding APR
+32.71%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
3.1d
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 (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.