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updated 7:46:17 AMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+41.64%
1d Period Avg+43.95%
LONG WEEX · now
−0.97%
1d avg:+1.71%
SHORT BloFin · now
+40.67%
1d avg:+45.66%
Entry Spread Now
−0.080%
Against youL ask 4,067.67 · S bid 4,064.42−$7.99 at entry
24h range −0.16%…+0.06% · median −0.07%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$16.01
−0.16%
$Avg Daily PnL
+$6.02
+0.0602%
★Best Day
+$8.12
Aug 2
◎Open Interest
⚡Funding APR
+21.96%
annualized · funding only
⚠Execution Cost
−$28.04
entry + exit fees
⏱Payback
4.7d
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 + live L2 orderbook slippage on both legs (−$28.04 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.