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updated 12:04:31 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.79%
3d Period Avg+20.52%
LONG WEEX · now
−11.83%
3d avg:−9.56%
SHORT CoinW · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+1.918%
In your favorL 125.6700 · S 128.0800+$191.77 if it converges
24h range −2.21%…+3.09% · median −1.11%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$10.15
−0.10%
$Avg Daily PnL
+$4.46
+0.0446%
★Best Day
+$6.06
Jul 31
◎Open Interest
⚡Funding APR
+16.29%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
6.3d
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.