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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 ~2.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+35.31%
3d Period Avg+3.48%
swing±9.91%
LONG WEEX · now
−7.05%
3d avg:−0.28%
SHORT Bybit · now
+28.26%
3d avg:+3.20%
Entry Spread Now
−0.067%
Eaten by executionL 134.1000 · S 134.0100−$6.71 if it converges
24h range −0.12%…+0.52% · median −0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$24.14
−0.24%
$Avg Daily PnL
+$0.95
+0.0095%
★Best Day
+$1.55
Sep 30
◎Open Interest
⚡Funding APR
+3.48%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
28.3d
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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.