← Back to Screener
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
−11.20%
30d Period Avg+13.34%
swing±74.50%
LONG WEEX · now
+22.16%
30d avg:−10.56%
SHORT grvt · nowKODEX200_USDT_Perp
+10.96%
30d avg:+2.78%
Entry Spread Now
−0.049%
Eaten by executionL 81.4500 · S 81.4101−$4.90 if it converges
24h range −0.19%…+0.07% · median −0.05%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$90.32
+0.90%
$Avg Daily PnL
+$3.88
+0.0388%
★Best Day
+$30.92
Sep 8
◎Open Interest
WEEX$13.7K
grvt$75⚡Funding APR
+14.15%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
6.7d
to break even
◧24h Volume
WEEX$1.6Kgrvt$114.4KLoading 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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.