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updated 2:38:32 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~7.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+14.14%
30d Period Avg+3.68%
LONG Bitunix · now
−2.86%
30d avg:+3.80%
SHORT WEEX · now
+11.28%
30d avg:+7.48%
Entry Spread Now
+0.073%
Eaten by executionL 1,067.71 · S 1,068.49+$7.31 if it converges
24h range −0.68%…+0.10% · median −0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
+$2.17
+0.02%
$Avg Daily PnL
+$0.97
+0.0097%
★Best Day
+$5.01
Aug 15
◎Open Interest
⚡Funding APR
+3.55%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
28.8d
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 (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.