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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 ~4.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.58%
3d Period Avg+19.24%
swing±3.19%
LONG WEEX · now
−11.63%
3d avg:−8.28%
SHORT HTX · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.022%
Eaten by executionL 341.9900 · S 341.9150−$2.19 if it converges
24h range −0.41%…+0.09% · median −0.11%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$10.20
−0.10%
$Avg Daily PnL
+$5.27
+0.0527%
★Best Day
+$5.29
Sep 30
◎Open Interest
⚡Funding APR
+19.23%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
4.9d
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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.