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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 ~7.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.05%
3d Period Avg+7.32%
swing±4.41%
LONG WEEX · now
−10.05%
3d avg:+12.21%
SHORT MEXC · nowBXSTOCK_USDT
+0.00%
3d avg:+19.53%
Entry Spread Now
−0.059%
Eaten by executionL 118.1400 · S 118.0700−$5.93 if it converges
24h range −0.30%…+0.00% · median −0.13%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
−$13.99
−0.14%
$Avg Daily PnL
+$2.00
+0.0200%
★Best Day
+$3.03
Sep 27
◎Open Interest
⚡Funding APR
+7.31%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
10.0d
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.