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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 ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+120.76%
3d Period Avg−5.35%
swing±19.06%
LONG Bitunix · now
−1.64%
3d avg:−3.57%
SHORT WEEX · now
+119.12%
3d avg:−8.92%
Entry Spread Now
+0.030%
Eaten by executionL 201.3300 · S 201.3900+$2.98 if it converges
24h range −0.24%…+0.29% · median +0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$32.39
−0.32%
$Avg Daily PnL
−$1.46
−0.0146%
★Best Day
+$2.10
Sep 29
◎Open Interest
⚡Funding APR
−5.35%
annualized · funding only
⚠Execution Cost
−$28.00
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 (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.