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updated 2:42:41 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+17.99%
30d Period Avg+20.62%
LONG WEEX · now
−10.52%
30d avg:−9.93%
SHORT trade[XYZ] · nowxyz:NFLX
+7.47%
30d avg:+10.69%
Entry Spread Now
−0.188%
Against youL 78.3100 · S 78.1630−$18.77 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
+$134.09
+1.34%
$Avg Daily PnL
+$5.42
+0.0542%
★Best Day
+$14.58
Jul 23
◎Open Interest
⚡Funding APR
+19.79%
annualized · funding only
⚠Execution Cost
−$34.00
entry + exit fees
⏱Payback
6.3d
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.