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updated 9:37:58 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~601d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.17%
3d Period Avg+0.17%
LONG WEEX · now
+10.96%
3d avg:−10.83%
SHORT Toobit · nowNMR-SWAP-USDT
+11.12%
3d avg:−10.66%
Entry Spread Now
+0.000%
NeutralL 8.0540 · S 8.0540
24h range −0.14%…+0.14% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$27.86
−0.28%
$Avg Daily PnL
+$0.05
+0.0005%
★Best Day
+$0.05
Aug 15
◎Open Interest
⚡Funding APR
+0.17%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
20.3mo
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.