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updated —ZHIPU Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+72.95%
3d Period Avg+1.67%
swing±84.79%
LONG Hotcoin · now
−55.66%
3d avg:+6.65%
SHORT WEEX · now
+17.28%
3d avg:+8.32%
Entry Spread Now
+0.117%
Eaten by executionL 59.8200 · S 59.8900+$11.70 if it converges
24h range −1.93%…+0.81% · median −0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$21.89
−0.22%
$Avg Daily PnL
+$2.04
+0.0204%
★Best Day
+$5.75
Nov 2
◎Open Interest
Hotcoin$760.2K
WEEX$168.7K⚡Funding APR
+7.43%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
13.8d
to break even
◧24h Volume
Hotcoin$2.90MWEEX$255.6KLoading 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.