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updated 7:20:38 PMFunding Arbitrage Backtester
Size$
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
−11.33%
3d Period Avg−5.19%
LONG MEXC · nowBXSTOCK_USDT
+0.00%
3d avg:−0.56%
SHORT WEEX · now
−11.33%
3d avg:−5.75%
Entry Spread Now
+0.021%
Eaten by executionL 139.8800 · S 139.9100+$2.14 if it converges
24h range −0.12%…+0.39% · median +0.17%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$22.26
−0.22%
$Avg Daily PnL
−$1.42
−0.0142%
★Best Day
−$1.17
Aug 16
◎Open Interest
⚡Funding APR
−5.19%
annualized · funding only
⚠Execution Cost
−$18.00
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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.