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updated 2:42:40 AMFunding Arbitrage Backtester
Size$
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
+25.38%
30d Period Avg+16.68%
LONG WEEX · now
−11.40%
30d avg:−7.71%
SHORT trade[XYZ] · nowxyz:RIVN
+13.98%
30d avg:+8.97%
Entry Spread Now
+0.071%
Eaten by executionL 15.3900 · S 15.4010+$7.15 if it converges
24h range −0.22%…+0.08% · median −0.05%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
+$105.77
+1.06%
$Avg Daily PnL
+$4.51
+0.0451%
★Best Day
+$17.10
Jul 29
◎Open Interest
⚡Funding APR
+16.46%
annualized · funding only
⚠Execution Cost
−$34.00
entry + exit fees
⏱Payback
7.5d
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 (−$34.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.