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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 ~5.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+19.75%
3d Period Avg+19.07%
swing±5.69%
LONG WEEX · now
−19.75%
3d avg:−19.07%
SHORT Bybit · now
+0.00%
3d avg:+0.00%
Entry Spread Now
−0.054%
Eaten by executionL 148.5900 · S 148.5100−$5.38 if it converges
24h range −0.28%…+0.32% · median −0.02%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$11.54
−0.12%
$Avg Daily PnL
+$5.15
+0.0515%
★Best Day
+$5.71
Sep 30
◎Open Interest
⚡Funding APR
+18.81%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
5.2d
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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.