← Back to Screener
updated 3:58:09 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+78.91%
3d Period Avg+7.74%
LONG WEEX · now
−7.83%
3d avg:−7.74%
SHORT OKX · nowLUNR-USDT-SWAP
+71.07%
3d avg:+0.00%
Entry Spread Now
+0.104%
Eaten by executionL 19.1700 · S 19.1900+$10.43 if it converges
24h range −0.66%…+0.82% · median −0.05%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$19.64
−0.20%
$Avg Daily PnL
+$1.59
+0.0159%
★Best Day
+$2.59
Aug 15
◎Open Interest
WEEX$3
OKX$118.0K⚡Funding APR
+5.80%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
16.4d
to break even
◧24h Volume
WEEX$11.4KOKX$94.9KLoading 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.