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updated 5:09:27 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
+37.90%
30d Period Avg+35.37%
LONG WEEX · nowCLUSDT
−11.60%
30d avg:−24.28%
SHORT BloFin · nowCL-USDT
+26.30%
30d avg:+11.09%
Entry Spread Now
+0.086%
Eaten by executionL 81.3500 · S 81.4200+$8.60 if it converges
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
+$259.45
+2.59%
$Avg Daily PnL
+$9.31
+0.0931%
★Best Day
+$16.93
Aug 7
◎Open Interest
WEEX$855.2K
BloFin$2.72M⚡Funding APR
+33.99%
annualized · funding only
⚠Execution Cost
−$29.23
entry + exit fees
⏱Payback
3.1d
to break even
◧24h Volume
WEEX$645.4KBloFin$453.7KLoading 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.