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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 ~90d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.81%
30d Period Avg+0.19%
swing±1.86%
LONG WEEX · now
−4.76%
30d avg:+6.16%
SHORT MEXC · now
−3.94%
30d avg:+6.35%
Entry Spread Now
−0.025%
Eaten by executionL 1.1959 · S 1.1956−$2.51 if it converges
24h range −0.07%…+0.03% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
−$18.46
−0.18%
$Avg Daily PnL
+$0.05
+0.0005%
★Best Day
+$0.73
Sep 19
◎Open Interest
⚡Funding APR
+0.19%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
13.0mo
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.