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updated 8:01:19 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.7d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.67%
3d Period Avg+7.45%
LONG WEEX · nowNAS100USDT
−23.16%
3d avg:−3.94%
SHORT Extended · nowTECH100m-USD
+3.51%
3d avg:+3.51%
Entry Spread Now
+0.036%
Eaten by executionL 29,983.85 · S 29,994.53+$3.56 if it converges
24h range −0.10%…+0.18% · median +0.08%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$41.88
−0.42%
$Avg Daily PnL
+$1.74
+0.0174%
★Best Day
+$6.46
Aug 17
◎Open Interest
WEEX$18.8K
Extended$1.88M⚡Funding APR
+6.34%
annualized · funding only
⚠Execution Cost
−$48.82
entry + exit fees
⏱Payback
28.1d
to break even
◧24h Volume
WEEX$171.2KExtended$759.6KLoading 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 (−$48.82 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.