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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 ~2.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+48.82%
30d Period Avg−5.73%
swing±17.33%
LONG Bitunix · now
−1.64%
30d avg:+3.39%
SHORT WEEX · now
+47.18%
30d avg:−2.34%
Entry Spread Now
−0.111%
Eaten by executionL 198.7400 · S 198.5200−$11.07 if it converges
24h range −0.24%…+0.37% · median +0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$75.12
−0.75%
$Avg Daily PnL
−$1.57
−0.0157%
★Best Day
+$4.36
Sep 18
◎Open Interest
⚡Funding APR
−5.73%
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.