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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 ~9.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.60%
3d Period Avg+13.06%
swing±9.58%
LONG Bybit · now
+0.00%
3d avg:+0.00%
SHORT WEEX · now
+10.60%
3d avg:+13.06%
Entry Spread Now
+0.054%
Eaten by executionL 7.4560 · S 7.4600+$5.36 if it converges
24h range −0.25%…+0.49% · median +0.04%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$16.27
−0.16%
$Avg Daily PnL
+$3.58
+0.0358%
★Best Day
+$3.36
Oct 1
◎Open Interest
⚡Funding APR
+13.05%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
7.5d
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.