← Back to Screener
updated 9:39:07 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+43.17%
3d Period Avg+43.83%
LONG WEEX · now
−43.17%
3d avg:−43.83%
SHORT MEXC · nowFUTUSTOCK_USDT
+0.00%
3d avg:+0.00%
Entry Spread Now
−0.823%
Against youL 110.5200 · S 109.6100−$82.34 if it converges
24h range −1.35%…+0.83% · median −0.76%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0.010%
Loading Funding History…
↗Total PnL
+$18.10
+0.18%
$Avg Daily PnL
+$12.03
+0.1203%
★Best Day
+$12.23
Aug 16
◎Open Interest
WEEX$578.1K
MEXC$852.5K⚡Funding APR
+43.92%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
1.5d
to break even
◧24h Volume
WEEX$49.9KMEXC$112.0KLoading 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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.