← Back to Screener
updated 2:43:15 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+20.99%
30d Period Avg+13.37%
LONG WEEX · now
−10.04%
30d avg:−2.41%
SHORT Gate.io · now
+10.96%
30d avg:+10.96%
Entry Spread Now
+0.089%
Eaten by executionL 11.2600 · S 11.2700+$8.88 if it converges
24h range −0.38%…+0.04% · median −0.05%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Limited funding history — chart clipped to available data
- WEEX (Long): data starts Aug 11, 2026 (6d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 20%, short 100% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$67.96
+0.68%
$Avg Daily PnL
+$3.03
+0.0303%
★Best Day
+$6.14
Aug 12
◎Open Interest
WEEX$1.4K
Gate.io$50.1K⚡Funding APR
+11.06%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
8.6d
to break even
◧24h Volume
WEEX$203.6KGate.io$1.0KLoading 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.