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updated 12:36:22 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+25.21%
3d Period Avg−3.26%
LONG WEEX · now
+12.04%
3d avg:+8.22%
SHORT BloFin · now
+37.26%
3d avg:+4.96%
Entry Spread Now
−0.003%
NeutralL 4,357.91 · S 4,357.8
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
−$30.70
−0.31%
$Avg Daily PnL
−$0.67
−0.0067%
★Best Day
+$4.80
Aug 16
◎Open Interest
WEEX$1.13B
BloFin$2.21M⚡Funding APR
−2.45%
annualized · funding only
⚠Execution Cost
−$28.02
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
WEEX$9.54MBloFin$711.9KLoading 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 (−$28.02 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.