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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 ~0.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+164.46%
1d Period Avg+113.55%
swing±23.33%
LONG WEEX · nowCLUSDT
−23.41%
1d avg:−34.98%
SHORT Aftermath · now
+141.05%
1d avg:+78.57%
Entry Spread Now
+0.017%
NeutralL 93.5200 · S 93.5358
24h range −0.17%…+0.21% · median +0.10%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$9.37
−0.09%
$Avg Daily PnL
+$31.21
+0.3121%
★Best Day
+$30.04
Sep 27
◎Open Interest
WEEX$1.32M
Aftermath$1.3K⚡Funding APR
+113.90%
annualized · funding only
⚠Execution Cost
−$40.58
entry + exit fees
⏱Payback
1.3d
to break even
◧24h Volume
WEEX$1.00MAftermath$4.3KLoading 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 (−$40.58 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.