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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 ~2.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+40.36%
30d Period Avg−11.47%
swing±73.33%
LONG WEEX · now
−1.20%
30d avg:−1.23%
SHORT Toobit · nowMCD-SWAP-USDT
+39.16%
30d avg:−12.70%
Entry Spread Now
+0.146%
In your favorL 232.1500 · S 232.4900+$14.65 if it converges
24h range −0.16%…+0.34% · median +0.06%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$122.21
−1.22%
$Avg Daily PnL
−$3.14
−0.0314%
★Best Day
+$25.40
Sep 25
◎Open Interest
⚡Funding APR
−11.46%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
never
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.