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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 ~5.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+16.71%
3d Period Avg+14.85%
swing±16.45%
LONG WEEX · now
−5.75%
3d avg:−3.89%
SHORT HTX · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.017%
NeutralL 472.5800 · S 472.5000
24h range −0.21%…+0.69% · median −0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$13.81
−0.14%
$Avg Daily PnL
+$4.06
+0.0406%
★Best Day
+$5.93
Sep 22
◎Open Interest
⚡Funding APR
+14.83%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
6.4d
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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.