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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 ~7.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+16.85%
3d Period Avg+19.99%
swing±28.75%
LONG WEEX · now
−11.37%
3d avg:−13.17%
SHORT trade[XYZ] · nowxyz:EWT
+5.48%
3d avg:+6.82%
Entry Spread Now
−0.035%
Eaten by executionL 113.9000 · S 113.8600−$3.51 if it converges
24h range −0.16%…+0.12% · median −0.02%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
−$16.94
−0.17%
$Avg Daily PnL
+$5.69
+0.0569%
★Best Day
+$6.93
Oct 1
◎Open Interest
⚡Funding APR
+20.76%
annualized · funding only
⚠Execution Cost
−$34.00
entry + exit fees
⏱Payback
6.0d
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.