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updated 4:17:55 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+168.64%
3d Period Avg+118.04%
swing±93.61%
LONG WEEX · now
−157.68%
3d avg:−107.08%
SHORT Bitget · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.060%
Eaten by executionL 0.00005028 · S 0.00005025−$5.97 if it converges
24h range −0.38%…+0.10% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$68.95
+0.69%
$Avg Daily PnL
+$32.32
+0.3232%
★Best Day
+$50.78
Sep 14
◎Open Interest
⚡Funding APR
+117.96%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
20.9h
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.