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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 ~101d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.87%
3d Period Avg+20.17%
swing±24.95%
LONG WEEX · now
+10.09%
3d avg:+14.35%
SHORT Aster · now
+10.96%
3d avg:+34.52%
Entry Spread Now
−0.133%
Against youL 0.1233 · S 0.1231−$13.29 if it converges
24h range −1.90%…+1.21% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$7.44
−0.07%
$Avg Daily PnL
+$5.52
+0.0552%
★Best Day
+$6.94
Sep 26
◎Open Interest
⚡Funding APR
+20.15%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
4.3d
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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.