← Back to Screener
updated 4:39:39 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+32.89%
3d Period Avg+18.87%
LONG WEEX · now
−10.82%
3d avg:−10.83%
SHORT trade[XYZ] · nowxyz:NFLX
+22.08%
3d avg:+8.04%
Entry Spread Now
−0.136%
Eaten by executionL 78.4200 · S 78.3130−$13.64 if it converges
24h range −0.27%…−0.09% · median −0.18%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
−$18.32
−0.18%
$Avg Daily PnL
+$3.92
+0.0392%
★Best Day
+$4.84
Aug 16
◎Open Interest
⚡Funding APR
+14.31%
annualized · funding only
⚠Execution Cost
−$34.00
entry + exit fees
⏱Payback
8.7d
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 (−$34.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.