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updated 4:39:43 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~22d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+5.62%
3d Period Avg+25.94%
LONG trade[XYZ] · nowxyz:DKNG
+5.48%
3d avg:−14.71%
SHORT WEEX · now
+11.10%
3d avg:+11.23%
Entry Spread Now
+0.095%
Eaten by executionL 26.1950 · S 26.2200+$9.54 if it converges
24h range −0.22%…+0.30% · median +0.05%
Long pays every1hShort pays every8h
LONGmaker0.030%/taker0.090%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$1.73
−0.02%
$Avg Daily PnL
+$8.07
+0.0807%
★Best Day
+$17.40
Aug 15
◎Open Interest
⚡Funding APR
+29.44%
annualized · funding only
⚠Execution Cost
−$34.00
entry + exit fees
⏱Payback
4.2d
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 (−$34.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.