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updated 11:16:29 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+25.89%
1d Period Avg+22.53%
LONG WEEX · now
+11.36%
1d avg:+10.78%
SHORT BloFin · now
+37.26%
1d avg:+33.31%
Entry Spread Now
−0.026%
Against youL ask 4,359.55 · S bid 4,358.4−$2.64 at entry
24h range −0.07%…+0.03% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$22.08
−0.22%
$Avg Daily PnL
+$3.08
+0.0308%
★Best Day
+$3.56
Aug 16
◎Open Interest
WEEX$1.13B
BloFin$2.21M⚡Funding APR
+11.26%
annualized · funding only
⚠Execution Cost
−$28.25
entry + exit fees
⏱Payback
9.2d
to break even
◧24h Volume
WEEX$9.08MBloFin$677.2KLoading 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 (−$28.25 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.