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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 ~4.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.72%
3d Period Avg+29.28%
swing±71.27%
LONG Bybit · now
+0.00%
3d avg:+0.00%
SHORT WEEX · now
+21.72%
3d avg:+29.28%
Entry Spread Now
−0.311%
Against youL 9.6600 · S 9.6300−$31.06 if it converges
24h range −0.31%…+0.00% · median −0.21%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$2.95
−0.03%
$Avg Daily PnL
+$8.02
+0.0802%
★Best Day
+$14.22
Sep 29
◎Open Interest
⚡Funding APR
+29.26%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
3.4d
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.