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updated —Funding Arbitrage Backtester
Size per leg$
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
+0.00%
3d Period Avg+1.92%
swing±3.63%
LONG WEEX · now
+10.96%
3d avg:+9.30%
SHORT Aster · now
+10.96%
3d avg:+11.22%
Entry Spread Now
−0.178%
Against youL 0.5461 · S 0.5451−$17.84 if it converges
24h range −1.32%…+0.69% · median +0.08%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$22.42
−0.22%
$Avg Daily PnL
+$0.53
+0.0053%
★Best Day
+$1.36
Sep 25
◎Open Interest
⚡Funding APR
+1.92%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
1.5mo
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.