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updated —WLD Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+18.13%
3d Period Avg+13.05%
swing±6.73%
LONG WEEX · now
−34.81%
3d avg:−13.07%
SHORT Aster · now
−16.68%
3d avg:−0.02%
Entry Spread Now
+0.091%
Eaten by executionL 0.2785 · S 0.2788+$9.06 if it converges
24h range −0.65%…+0.56% · median +0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$13.28
−0.13%
$Avg Daily PnL
+$3.57
+0.0357%
★Best Day
+$5.07
Nov 13
◎Open Interest
⚡Funding APR
+13.04%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
6.7d
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.