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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
−2.33%
3d Period Avg+0.44%
swing±1.80%
LONG WEEX · now
+29.72%
3d avg:+19.48%
SHORT MEXC · now
+27.39%
3d avg:+19.92%
Entry Spread Now
−0.058%
Eaten by executionL 0.6956 · S 0.6952−$5.75 if it converges
24h range −0.21%…+0.01% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
−$19.64
−0.20%
$Avg Daily PnL
+$0.12
+0.0012%
★Best Day
+$0.36
Sep 30
◎Open Interest
⚡Funding APR
+0.44%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
5.5mo
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.