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updated 2:42:43 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+25.03%
30d Period Avg+15.36%
LONG WEEX · now
−10.11%
30d avg:−10.72%
SHORT trade[XYZ] · nowxyz:EWJ
+14.91%
30d avg:+4.64%
Entry Spread Now
−0.136%
Eaten by executionL 98.0200 · S 97.8870−$13.57 if it converges
24h range −0.20%…−0.05% · median −0.13%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
+$92.44
+0.92%
$Avg Daily PnL
+$4.08
+0.0408%
★Best Day
+$17.44
Jul 30
◎Open Interest
⚡Funding APR
+14.89%
annualized · funding only
⚠Execution Cost
−$34.00
entry + exit fees
⏱Payback
8.3d
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.