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updated —Funding Arbitrage Backtester
Size per leg$
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+7.42%
swing±14.57%
LONG WEEX · now
+10.96%
3d avg:+17.29%
SHORT Bybit · now
+10.96%
3d avg:+24.71%
Entry Spread Now
−0.523%
Against youL 0.03250 · S 0.03233−$52.31 if it converges
24h range −0.49%…+0.18% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$20.90
−0.21%
$Avg Daily PnL
+$2.03
+0.0203%
★Best Day
+$5.42
Oct 9
◎Open Interest
⚡Funding APR
+7.42%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
13.3d
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.