← Back to Screener
updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+71.36%
30d Period Avg+3.22%
swing±36.71%
LONG WEEX · now
−10.89%
30d avg:−5.44%
SHORT trade[XYZ] · nowxyz:EWT
+60.46%
30d avg:−2.22%
Entry Spread Now
−0.018%
NeutralL 113.6700 · S 113.6500
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
−$5.27
−0.05%
$Avg Daily PnL
+$0.96
+0.0096%
★Best Day
+$17.58
Sep 16
◎Open Interest
⚡Funding APR
+3.50%
annualized · funding only
⚠Execution Cost
−$34.00
entry + exit fees
⏱Payback
1.2mo
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.