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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 ~6.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.56%
7d Period Avg+9.85%
swing±3.33%
LONG MEXC · nowPLTRSTOCK_USDT
+0.00%
7d avg:−0.05%
SHORT WEEX · now
+11.56%
7d avg:+9.80%
Entry Spread Now
+0.021%
Eaten by executionL 189.8800 · S 189.9200+$2.11 if it converges
24h range −0.12%…+0.43% · median +0.01%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$1.13
−0.01%
$Avg Daily PnL
+$2.70
+0.0270%
★Best Day
+$3.13
Sep 21
◎Open Interest
⚡Funding APR
+9.84%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
7.4d
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.