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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 ~8.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.89%
30d Period Avg+1.79%
swing±12.33%
LONG Bybit · now
+0.00%
30d avg:+0.30%
SHORT WEEX · now
+11.89%
30d avg:+2.09%
Entry Spread Now
−0.120%
Eaten by executionL 7.4690 · S 7.4600−$12.05 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
−$12.28
−0.12%
$Avg Daily PnL
+$0.49
+0.0049%
★Best Day
+$3.36
Oct 1
◎Open Interest
⚡Funding APR
+1.79%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
1.8mo
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.