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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 ~4.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.96%
30d Period Avg−16.04%
swing±90.68%
LONG MEXC · nowISRGSTOCK_USDT
+0.00%
30d avg:+27.00%
SHORT HTX · now
+10.96%
30d avg:+10.96%
Entry Spread Now
−0.312%
Against youL 407.3200 · S 406.0500−$31.18 if it converges
24h range −2.26%…+0.91% · median +0.07%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$145.75
−1.46%
$Avg Daily PnL
−$4.39
−0.0439%
★Best Day
+$37.83
Sep 13
◎Open Interest
⚡Funding APR
−16.03%
annualized · funding only
⚠Execution Cost
−$14.00
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 (−$14.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.