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updated 2:57:33 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+189.78%
3d Period Avg+117.13%
swing±93.07%
LONG WEEX · now
−178.83%
3d avg:−106.17%
SHORT Bitget · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.080%
Eaten by executionL 0.00005027 · S 0.00005023−$7.96 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
+$68.20
+0.68%
$Avg Daily PnL
+$24.05
+0.2405%
★Best Day
+$35.22
Sep 14
◎Open Interest
⚡Funding APR
+87.78%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
1.2d
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.