← Back to Screener
updated —AAOI Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+52.59%
3d Period Avg−40.60%
swing±54.38%
LONG WEEX · now
−10.19%
3d avg:+5.03%
SHORT edgeX V2 · now
+42.40%
3d avg:−35.57%
Entry Spread Now
−0.065%
Eaten by executionL 48.6500 · S 48.6184−$6.49 if it converges
24h range −1.37%…+0.99% · median −0.06%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.018%/taker0.038%
Loading Funding History…
↗Total PnL
−$50.38
−0.50%
$Avg Daily PnL
−$8.93
−0.0893%
★Best Day
+$2.99
Nov 14
◎Open Interest
⚡Funding APR
−32.58%
annualized · funding only
⚠Execution Cost
−$23.60
entry + exit fees
⏱Payback
never
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 (−$23.60 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.