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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β0.05%
7d Period Avgβ1.69%
swingΒ±34.20%
LONG Binance Futures Β· now
+66.02%
7d avg:+32.36%
SHORT WEEX Β· now
+65.96%
7d avg:+30.67%
Entry Spread Now
+0.027%
Eaten by executionL 0.003707 Β· S 0.003708+$2.70 if it converges
24h range β0.29%β¦+0.13% Β· median β0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.080%
Loading Funding Historyβ¦
βTotal PnL
β$26.09
β0.26%
$Avg Daily PnL
β$0.01
β0.0001%
β
Best Day
+$0.12
Oct 8
βOpen Interest
β‘Funding APR
β0.04%
annualized Β· funding only
β Execution Cost
β$26.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Loading Cumulative PnLβ¦
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 (β$26.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.