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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
−2.45%
30d Period Avg+0.00%
swing±1.81%
LONG MEXC · now
+31.78%
30d avg:+20.20%
SHORT WEEX · now
+29.33%
30d avg:+20.20%
Entry Spread Now
+0.029%
Eaten by executionL 0.6950 · S 0.6952+$2.88 if it converges
24h range −0.01%…+0.22% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$19.98
−0.20%
$Avg Daily PnL
+$0.00
+0.0000%
★Best Day
+$0.36
Sep 10
◎Open Interest
⚡Funding APR
+0.00%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
1142.9mo
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.