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updated 9:05:07 AMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+45.92%
3d Period Avg+44.59%
LONG WEEX · now
+0.52%
3d avg:+4.16%
SHORT BloFin · now
+46.44%
3d avg:+48.75%
Entry Spread Now
−0.061%
Against youL ask 4,065.12 · S bid 4,062.62−$6.15 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
+$8.57
+0.09%
$Avg Daily PnL
+$9.16
+0.0916%
★Best Day
+$12.44
Aug 1
◎Open Interest
WEEX$59.81M
BloFin$11.74M⚡Funding APR
+33.42%
annualized · funding only
⚠Execution Cost
−$28.05
entry + exit fees
⏱Payback
3.1d
to break even
◧24h Volume
WEEX$8.71MBloFin$4.40MLoading 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 (−$28.05 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.