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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 ~4.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+18.47%
3d Period Avg+6.22%
swing±45.57%
LONG WEEX · now
−7.52%
3d avg:+5.00%
SHORT TxFlow · now
+10.96%
3d avg:+11.22%
Entry Spread Now
−0.077%
Eaten by executionL 12.9400 · S 12.9300−$7.73 if it converges
24h range −0.31%…+1.28% · median −0.15%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.015%/taker0.045%
Loading Funding History…
↗Total PnL
−$19.71
−0.20%
$Avg Daily PnL
+$1.76
+0.0176%
★Best Day
+$6.13
Sep 29
◎Open Interest
⚡Funding APR
+6.44%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
14.2d
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 (−$25.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.