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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+130.95%
3d Period Avg+123.43%
swing±8.95%
LONG WEEX · now
−11.78%
3d avg:−4.57%
SHORT Toobit · nowXLE-SWAP-USDT
+119.17%
3d avg:+118.86%
Entry Spread Now
+0.161%
In your favorL 62.1700 · S 62.2700+$16.08 if it converges
24h range −0.18%…+0.29% · median +0.11%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$73.39
+0.73%
$Avg Daily PnL
+$33.80
+0.3380%
★Best Day
+$35.22
Sep 26
◎Open Interest
⚡Funding APR
+123.35%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
19.9h
to break even
◧24h Volume
Loading 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.