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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 ~30d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.41%
30d Period Avg−0.02%
swing±0.26%
LONG MEXC · nowJPY_USDT
+37.69%
30d avg:−0.36%
SHORT WEEX · nowJPYUSDT
+40.10%
30d avg:−0.38%
Entry Spread Now
−0.032%
Eaten by executionL 0.006336 · S 0.006334−$3.16 if it converges
24h range −0.11%…+0.14% · median +0.02%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$20.16
−0.20%
$Avg Daily PnL
−$0.01
−0.0001%
★Best Day
+$0.00
Sep 1
◎Open Interest
⚡Funding APR
−0.02%
annualized · funding only
⚠Execution Cost
−$20.00
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.