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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 ~8.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+18.60%
3d Period Avg+77.16%
swing±52.72%
LONG WEEX · nowCLUSDT
−2.46%
3d avg:−24.14%
SHORT Aftermath · now
+16.13%
3d avg:+53.02%
Entry Spread Now
+0.086%
Eaten by executionL 93.1400 · S 93.2203+$8.62 if it converges
24h range −0.17%…+0.20% · median +0.09%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
+$19.34
+0.19%
$Avg Daily PnL
+$19.95
+0.1995%
★Best Day
+$31.27
Sep 27
◎Open Interest
WEEX$1.29M
Aftermath$727⚡Funding APR
+72.83%
annualized · funding only
⚠Execution Cost
−$40.52
entry + exit fees
⏱Payback
2.0d
to break even
◧24h Volume
WEEX$725.4KAftermath$4.2KLoading 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 (−$40.52 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.