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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 ~1.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+79.32%
30d Period Avg−2.75%
swing±17.11%
LONG WEEX · now
+27.19%
30d avg:+15.00%
SHORT Bitget · now
+106.51%
30d avg:+12.25%
Entry Spread Now
+0.123%
Eaten by executionL 0.01628 · S 0.01630+$12.29 if it converges
24h range −0.18%…+0.63% · median +0.18%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$50.62
−0.51%
$Avg Daily PnL
−$0.75
−0.0075%
★Best Day
+$5.05
Sep 28
◎Open Interest
⚡Funding APR
−2.75%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
never
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 (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.