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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 ~1.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+55.75%
30d Period Avg+17.97%
swing±74.41%
LONG WEEX · now
−10.61%
30d avg:−7.15%
SHORT LBank · now
+45.14%
30d avg:+10.82%
Entry Spread Now
−0.031%
Eaten by executionL 510.2300 · S 510.0700−$3.14 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
+$119.61
+1.20%
$Avg Daily PnL
+$4.92
+0.0492%
★Best Day
+$48.81
Sep 26
◎Open Interest
⚡Funding APR
+17.96%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
5.7d
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.