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updated 4:39:39 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~7.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+17.23%
3d Period Avg+23.58%
LONG WEEX · now
−11.75%
3d avg:−11.35%
SHORT trade[XYZ] · nowxyz:RIVN
+5.48%
3d avg:+12.23%
Entry Spread Now
−0.052%
Eaten by executionL 15.4100 · S 15.4020−$5.19 if it converges
24h range −0.22%…+0.12% · median −0.04%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
−$14.76
−0.15%
$Avg Daily PnL
+$4.81
+0.0481%
★Best Day
+$6.75
Aug 16
◎Open Interest
⚡Funding APR
+17.56%
annualized · funding only
⚠Execution Cost
−$34.00
entry + exit fees
⏱Payback
7.1d
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 (−$34.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.