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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+0.00%
3d Period Avgβ19.81%
swingΒ±102.59%
LONG Binance Futures Β· now
β266.91%
3d avg:β136.89%
SHORT WEEX Β· now
β266.91%
3d avg:β156.70%
Entry Spread Now
+0.138%
In your favorL 0.07734 Β· S 0.07745+$13.78 if it converges
24h range β2.58%β¦+1.77% Β· median +0.04%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.080%
Loading Funding Historyβ¦
βTotal PnL
β$26.60
β0.27%
$Avg Daily PnL
β$0.20
β0.0020%
β
Best Day
β$0.01
Oct 10
βOpen Interest
β‘Funding APR
β0.73%
annualized Β· funding only
β Execution Cost
β$26.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Loading Cumulative PnLβ¦
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 (β$26.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.