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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 ~4.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+23.47%
7d Period Avg+21.91%
swing±1.42%
LONG Bybit · now
+0.00%
7d avg:+0.00%
SHORT WEEX · now
+23.47%
7d avg:+21.91%
Entry Spread Now
−0.149%
Against youL 40.2100 · S 40.1500−$14.92 if it converges
24h range −0.60%…+0.15% · median +0.00%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
+$15.06
+0.15%
$Avg Daily PnL
+$6.01
+0.0601%
★Best Day
+$6.07
Oct 7
◎Open Interest
⚡Funding APR
+21.93%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
4.5d
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.