← Back to Screener
updated 1:26:27 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~8.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+28.69%
30d Period Avg+8.71%
LONG WEEX · now
−10.99%
30d avg:−10.66%
SHORT NADO · nowAMZN-PERP
+17.70%
30d avg:−1.95%
Entry Spread Now
−0.023%
Against youL ask 264.4300 · S bid 264.3700−$2.27 at entry
24h range −0.09%…+0.14% · median −0.01%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.035%
Loading Funding History…
↗Total PnL
+$7.61
+0.08%
$Avg Daily PnL
+$2.31
+0.0231%
★Best Day
+$10.26
Aug 2
◎Open Interest
WEEX$26.19M
NADO$445.3K⚡Funding APR
+8.43%
annualized · funding only
⚠Execution Cost
−$63.99
entry + exit fees
⏱Payback
27.7d
to break even
◧24h Volume
WEEX$402.6KNADO$125Loading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$63.99 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.