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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 ~6.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.73%
3d Period Avg+9.61%
swing±3.65%
LONG WEEX · now
−10.73%
3d avg:−6.92%
SHORT MEXC · now
+0.00%
3d avg:+2.69%
Entry Spread Now
−0.061%
Eaten by executionL 97.9700 · S 97.9100−$6.12 if it converges
24h range −0.05%…+0.05% · median −0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
−$12.10
−0.12%
$Avg Daily PnL
+$2.63
+0.0263%
★Best Day
+$2.92
Sep 27
◎Open Interest
⚡Funding APR
+9.61%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
7.6d
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.