β Back to Screener
updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+0.00%
3d Period Avgβ0.03%
swingΒ±0.37%
LONG WEEX Β· now
+10.96%
3d avg:β0.62%
SHORT Binance Futures Β· now
+10.96%
3d avg:β0.65%
Entry Spread Now
+0.227%
In your favorL 13.6580 Β· S 13.6890+$22.70 if it converges
24h range β0.82%β¦+0.68% Β· median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding Historyβ¦
βTotal PnL
β$26.03
β0.26%
$Avg Daily PnL
β$0.01
β0.0001%
β
Best Day
+$0.03
Oct 10
βOpen Interest
β‘Funding APR
β0.04%
annualized Β· funding only
β Execution Cost
β$26.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Loading Cumulative PnLβ¦
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 (β$26.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.