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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~215d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.34%
30d Period Avg−27.99%
swing±55.11%
LONG MEXC · nowBASTOCK_USDT
+0.00%
30d avg:+27.67%
SHORT WEEX · now
+0.34%
30d avg:−0.32%
Entry Spread Now
+0.005%
NeutralL 198.6200 · S 198.6300
24h range −0.11%…+0.17% · median −0.01%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$249.85
−2.50%
$Avg Daily PnL
−$7.66
−0.0766%
★Best Day
+$1.24
Sep 12
◎Open Interest
⚡Funding APR
−27.96%
annualized · funding only
⚠Execution Cost
−$20.00
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.