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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 ~37d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.78%
30d Period Avg−2.06%
swing±7.98%
LONG Bitget · now
+0.00%
30d avg:−0.17%
SHORT WEEX · now
+2.78%
30d avg:−2.23%
Entry Spread Now
+0.138%
Eaten by executionL 16.6370 · S 16.6600+$13.82 if it converges
24h range −0.73%…+0.35% · median +0.04%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$44.88
−0.45%
$Avg Daily PnL
−$0.56
−0.0056%
★Best Day
+$3.63
Sep 24
◎Open Interest
⚡Funding APR
−2.05%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
never
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 (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.