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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 ~29d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.36%
30d Period Avg+2.05%
swing±25.97%
LONG Bybit · now
+10.96%
30d avg:+12.12%
SHORT WEEX · now
+14.31%
30d avg:+14.17%
Entry Spread Now
−0.065%
Eaten by executionL 0.01540 · S 0.01539−$6.49 if it converges
24h range −0.39%…+0.26% · median −0.13%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$10.16
−0.10%
$Avg Daily PnL
+$0.56
+0.0056%
★Best Day
+$8.49
Sep 23
◎Open Interest
⚡Funding APR
+2.05%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
1.6mo
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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.