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updated 7:19:41 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+106.07%
3d Period Avg+4.51%
LONG WEEX · now
−95.11%
3d avg:+6.45%
SHORT Bitunix · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.151%
In your favorL 0.001595 · S 0.001597+$15.05 if it converges
24h range −0.41%…+1.30% · median +0.23%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$23.73
−0.24%
$Avg Daily PnL
+$1.07
+0.0107%
★Best Day
+$2.96
Aug 17
◎Open Interest
WEEX$39.20M
Bitunix—⚡Funding APR
+3.90%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
26.2d
to break even
◧24h Volume
WEEX$12.6KBitunix$77.1KLoading 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.