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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
−22.13%
3d Period Avg+5.75%
swing±35.66%
LONG Bybit · now
+0.00%
3d avg:+0.00%
SHORT WEEX · now
−22.13%
3d avg:+5.75%
Entry Spread Now
−0.317%
Against youL 82.1000 · S 81.8400−$31.67 if it converges
24h range −0.29%…+0.21% · median −0.02%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$22.28
−0.22%
$Avg Daily PnL
+$1.57
+0.0157%
★Best Day
+$5.89
Sep 30
◎Open Interest
⚡Funding APR
+5.75%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
17.1d
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.