← Back to Screener
updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+14.18%
3d Period Avg−10.59%
swing±109.06%
LONG WEEX · now
+10.96%
3d avg:+78.41%
SHORT Variational · now
+25.14%
3d avg:+67.82%
Entry Spread Now
−0.072%
Eaten by executionL 0.02092 · S 0.02090−$7.17 if it converges
24h range −0.12%…+0.14% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$24.69
−0.25%
$Avg Daily PnL
−$2.90
−0.0290%
★Best Day
+$1.29
Oct 1
◎Open Interest
WEEX$160.2K
Variational$255⚡Funding APR
−10.58%
annualized · funding only
⚠Execution Cost
−$16.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
WEEX$18.4KVariational$11.6KLoading 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 (−$16.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.