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updated 4:34:32 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+30.02%
3d Period Avg+12.52%
LONG WEEX · now
−11.99%
3d avg:−11.15%
SHORT trade[XYZ] · nowxyz:EWJ
+18.03%
3d avg:+1.37%
Entry Spread Now
−0.079%
Eaten by executionL 98.1600 · S 98.0820−$7.95 if it converges
24h range −0.20%…−0.05% · median −0.12%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
−$23.63
−0.24%
$Avg Daily PnL
+$2.59
+0.0259%
★Best Day
+$3.65
Aug 16
◎Open Interest
⚡Funding APR
+9.46%
annualized · funding only
⚠Execution Cost
−$34.00
entry + exit fees
⏱Payback
13.1d
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.