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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−0.72%
30d Period Avg+0.49%
swing±2.38%
LONG Bybit · now
+0.00%
30d avg:+0.00%
SHORT WEEX · now
−0.72%
30d avg:+0.49%
Entry Spread Now
−0.133%
Eaten by executionL 13.5000 · S 13.4820−$13.33 if it converges
24h range −0.21%…+0.22% · median −0.06%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$22.94
−0.23%
$Avg Daily PnL
+$0.14
+0.0014%
★Best Day
+$1.35
Sep 16
◎Open Interest
⚡Funding APR
+0.49%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
6.7mo
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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.