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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 ~2.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+49.31%
3d Period Avg+0.26%
swing±32.48%
LONG WEEX · now
−10.85%
3d avg:−8.37%
SHORT LBank · now
+38.46%
3d avg:−8.11%
Entry Spread Now
−0.043%
Eaten by executionL 510.4100 · S 510.1900−$4.31 if it converges
24h range −0.13%…+0.10% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$27.79
−0.28%
$Avg Daily PnL
+$0.07
+0.0007%
★Best Day
+$5.37
Sep 30
◎Open Interest
⚡Funding APR
+0.26%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
13.1mo
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.