← Back to Screener
updated 7:19:13 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+15.14%
LONG WEEX · now
+10.96%
3d avg:−4.18%
SHORT Variational · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.023%
Eaten by executionL 0.1311 · S 0.1311+$2.29 if it converges
24h range −0.88%…+0.85% · median +0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$8.46
+0.08%
$Avg Daily PnL
+$6.12
+0.0612%
★Best Day
+$17.57
Aug 15
◎Open Interest
WEEX$53.49M
Variational$14.3K⚡Funding APR
+22.32%
annualized · funding only
⚠Execution Cost
−$16.00
entry + exit fees
⏱Payback
2.6d
to break even
◧24h Volume
WEEX$198.5KVariational$6.3KLoading 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 (−$16.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.