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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
−49.31%
30d Period Avg−11.98%
swing±63.02%
LONG Bybit · now
+0.00%
30d avg:+0.00%
SHORT WEEX · now
−49.31%
30d avg:−11.98%
Entry Spread Now
−0.098%
Eaten by executionL 81.8000 · S 81.7200−$9.78 if it converges
24h range −0.29%…+0.21% · median +0.01%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$120.49
−1.20%
$Avg Daily PnL
−$3.12
−0.0312%
★Best Day
+$14.66
Sep 11
◎Open Interest
⚡Funding APR
−11.38%
annualized · funding only
⚠Execution Cost
−$27.00
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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.