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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
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−3.41%
3d Period Avg+17.51%
swing±9.59%
LONG WEEX · nowCLUSDT
−8.28%
3d avg:−23.99%
SHORT Aster · nowCLUSDT
−11.69%
3d avg:−6.48%
Entry Spread Now
−0.043%
Eaten by executionL 93.2100 · S 93.1700−$4.29 if it converges
24h range −0.25%…+0.60% · median +0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$10.86
−0.11%
$Avg Daily PnL
+$4.79
+0.0479%
★Best Day
+$5.05
Sep 27
◎Open Interest
⚡Funding APR
+17.50%
annualized · funding only
⚠Execution Cost
−$25.24
entry + exit fees
⏱Payback
5.3d
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 (−$25.24 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.