← Back to Screener
updated —DRAM Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+30.11%
3d Period Avg+16.46%
swing±14.92%
LONG WEEX · now
−7.89%
3d avg:+5.63%
SHORT Aftermath · now
+22.23%
3d avg:+22.09%
Entry Spread Now
−0.126%
Against youL 41.8840 · S 41.8313−$12.58 if it converges
24h range −0.76%…+0.47% · median −0.12%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$11.02
−0.11%
$Avg Daily PnL
+$4.66
+0.0466%
★Best Day
+$5.49
Nov 12
◎Open Interest
⚡Funding APR
+17.01%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
5.4d
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.