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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 ~9.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+9.93%
30d Period Avg+10.11%
swing±4.83%
LONG WEEX · now
−9.93%
30d avg:−9.94%
SHORT Bybit · now
+0.00%
30d avg:+0.17%
Entry Spread Now
+0.128%
Eaten by executionL 54.6900 · S 54.7600+$12.80 if it converges
24h range −0.11%…+0.36% · median +0.17%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
+$56.04
+0.56%
$Avg Daily PnL
+$2.77
+0.0277%
★Best Day
+$4.12
Sep 23
◎Open Interest
⚡Funding APR
+10.10%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
9.8d
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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.