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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 ~60d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1.45%
7d Period Avg+14.70%
swing±8.21%
LONG Aster · now
+0.00%
7d avg:+1.44%
SHORT WEEX · now
+1.45%
7d avg:+16.14%
Entry Spread Now
−0.061%
Eaten by executionL 743.2965 · S 742.8400−$6.14 if it converges
24h range −0.24%…+0.10% · median +0.01%
Long pays every8hShort pays every8h
LONGmaker0.010%/taker0.040%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
+$1.99
+0.02%
$Avg Daily PnL
+$3.71
+0.0371%
★Best Day
+$5.96
Sep 27
◎Open Interest
⚡Funding APR
+13.55%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
6.5d
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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.