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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 ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+71.67%
3d Period Avg+82.31%
swing±79.81%
LONG WEEX · now
−0.44%
3d avg:−0.21%
SHORT MEXC · nowMCDSTOCK_USDT
+71.22%
3d avg:+82.10%
Entry Spread Now
+0.026%
Eaten by executionL 231.8800 · S 231.9400+$2.59 if it converges
24h range −0.12%…+0.16% · median −0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
+$47.60
+0.48%
$Avg Daily PnL
+$22.53
+0.2253%
★Best Day
+$33.71
Sep 30
◎Open Interest
⚡Funding APR
+82.25%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
21.4h
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.