β Back to Screener
updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~1582d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+0.06%
7d Period Avg+0.18%
swingΒ±13.63%
LONG Binance Futures Β· now
+56.28%
7d avg:+22.61%
SHORT WEEX Β· now
+56.34%
7d avg:+22.79%
Entry Spread Now
β0.030%
Eaten by executionL 0.03308 Β· S 0.03307β$3.02 if it converges
24h range β0.13%β¦+0.15% Β· median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.080%
Loading Funding Historyβ¦
βTotal PnL
β$26.06
β0.26%
$Avg Daily PnL
β$0.01
β0.0001%
β
Best Day
+$0.09
Oct 8
βOpen Interest
Binance Futures$1.83M
WEEX$581.7Kβ‘Funding APR
β0.03%
annualized Β· funding only
β Execution Cost
β$26.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Binance Futures$730.1KWEEX$56.4KLoading Cumulative PnLβ¦
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 (β$26.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.