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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 ~16d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+5.63%
3d Period Avg+18.46%
swing±3.89%
LONG WEEX · now
+5.33%
3d avg:−7.50%
SHORT TxFlow · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.058%
Eaten by executionL 911.7300 · S 911.2000−$5.81 if it converges
24h range −0.29%…+0.07% · median −0.05%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.015%/taker0.045%
Loading Funding History…
↗Total PnL
−$12.06
−0.12%
$Avg Daily PnL
+$4.31
+0.0431%
★Best Day
+$5.49
Sep 30
◎Open Interest
⚡Funding APR
+15.74%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
5.8d
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 (−$25.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.