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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%
30d Period Avg−3.96%
swing±39.59%
LONG LBank · nowJPYUSDT
+43.83%
30d avg:−9.08%
SHORT WEEX · nowJPYUSDT
+43.83%
30d avg:−13.04%
Entry Spread Now
+0.158%
In your favorL 0.006327 · S 0.006337+$15.81 if it converges
24h range −0.27%…+0.14% · median −0.07%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.080%
Sparse settlements: long 17%, short 100% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$18.30
−0.18%
$Avg Daily PnL
+$0.32
+0.0032%
★Best Day
+$9.42
Sep 8
◎Open Interest
⚡Funding APR
+1.18%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
2.9mo
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.