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updated 6:22:19 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+38.14%
3d Period Avg+39.46%
LONG WEEX · nowCLUSDT
−11.84%
3d avg:−18.99%
SHORT BloFin · nowCL-USDT
+26.30%
3d avg:+20.47%
Entry Spread Now
+0.000%
NeutralL 81.0600 · S 81.0600
24h range −0.15%…+0.16% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$3.18
+0.03%
$Avg Daily PnL
+$8.10
+0.0810%
★Best Day
+$12.61
Aug 16
◎Open Interest
WEEX$914.3K
BloFin$2.70M⚡Funding APR
+29.57%
annualized · funding only
⚠Execution Cost
−$29.23
entry + exit fees
⏱Payback
3.6d
to break even
◧24h Volume
WEEX$772.0KBloFin$458.1KLoading 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 (−$29.23 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.