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updated 4:53:16 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+20.05%
3d Period Avg−16.85%
swing±15.13%
LONG BloFin · now
−10.09%
3d avg:+21.00%
SHORT WEEX · now
+9.96%
3d avg:+4.15%
Entry Spread Now
−0.007%
NeutralL 4,313 · S 4,312.71
24h range −0.12%…+0.16% · median −0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$41.84
−0.42%
$Avg Daily PnL
−$3.46
−0.0346%
★Best Day
−$0.52
Sep 11
◎Open Interest
BloFin$2.39M
WEEX—⚡Funding APR
−12.63%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
BloFin$784.2KWEEX$22.76MLoading 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.