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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%
7d Period Avg+4.17%
swing±9.89%
LONG WEEX · now
+10.96%
7d avg:+6.50%
SHORT Aster · now
+10.96%
7d avg:+10.67%
Entry Spread Now
−0.097%
Eaten by executionL 0.5480 · S 0.5475−$9.66 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
−$16.01
−0.16%
$Avg Daily PnL
+$1.14
+0.0114%
★Best Day
+$5.53
Sep 24
◎Open Interest
⚡Funding APR
+4.16%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
21.0d
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.