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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 ~2.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+48.96%
3d Period Avg+41.60%
swing±11.67%
LONG WEEX · nowCLUSDT
−22.66%
3d avg:−20.18%
SHORT BloFin · nowCL-USDT
+26.30%
3d avg:+21.42%
Entry Spread Now
+0.011%
NeutralL 91.2900 · S 91.3000
24h range −0.21%…+0.23% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$2.88
+0.03%
$Avg Daily PnL
+$11.39
+0.1139%
★Best Day
+$12.85
Sep 30
◎Open Interest
WEEX$2.22M
BloFin$1.93M⚡Funding APR
+41.57%
annualized · funding only
⚠Execution Cost
−$31.29
entry + exit fees
⏱Payback
2.8d
to break even
◧24h Volume
WEEX$2.30MBloFin$611.1KLoading 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 (−$31.29 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.