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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 ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+195.24%
3d Period Avg−10.37%
swing±52.63%
LONG QFEX · now
+0.55%
3d avg:+5.35%
SHORT WEEX · now
+195.79%
3d avg:−5.02%
Entry Spread Now
−0.132%
Eaten by executionL 112.1380 · S 111.9900−$13.20 if it converges
24h range −0.20%…+0.51% · median +0.02%
Long pays every1hShort pays every8h
LONGmaker0.050%/taker0.100%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$37.12
−0.37%
$Avg Daily PnL
−$0.37
−0.0037%
★Best Day
+$6.55
Sep 29
◎Open Interest
⚡Funding APR
−1.37%
annualized · funding only
⚠Execution Cost
−$36.00
entry + exit fees
⏱Payback
never
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 (−$36.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.