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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
−0.43%
3d Period Avg+18.29%
swing±8.06%
LONG WEEX · nowCLUSDT
−8.77%
3d avg:−23.99%
SHORT MEXC · nowUSOIL_USDT
−9.20%
3d avg:−5.70%
Entry Spread Now
+0.032%
Eaten by executionL 93.1300 · S 93.1600+$3.22 if it converges
24h range −0.20%…+0.29% · median +0.05%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
−$7.10
−0.07%
$Avg Daily PnL
+$5.01
+0.0501%
★Best Day
+$5.07
Sep 27
◎Open Interest
⚡Funding APR
+18.28%
annualized · funding only
⚠Execution Cost
−$22.13
entry + exit fees
⏱Payback
4.4d
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 (−$22.13 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.