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updated 3:33:45 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+25.93%
1d Period Avg−14.26%
swing±14.57%
LONG BloFin · now
−15.34%
1d avg:+15.89%
SHORT WEEX · now
+10.58%
1d avg:+1.63%
Entry Spread Now
−0.016%
NeutralL 4,286.1 · S 4,285.41
24h range −0.11%…+0.16% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$31.90
−0.32%
$Avg Daily PnL
−$1.95
−0.0195%
★Best Day
−$1.69
Sep 13
◎Open Interest
BloFin$2.23M
WEEX—⚡Funding APR
−7.13%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
BloFin$539.1KWEEX$21.63MLoading 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 (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.