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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~138d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+0.69%
3d Period Avgβ6.11%
swingΒ±26.24%
LONG Binance Futures Β· now
β104.28%
3d avg:β47.86%
SHORT WEEX Β· now
β103.59%
3d avg:β53.97%
Entry Spread Now
β0.104%
Eaten by executionL 0.001916 Β· S 0.001914β$10.44 if it converges
24h range β0.75%β¦+0.75% Β· median β0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.080%
Loading Funding Historyβ¦
βTotal PnL
β$26.00
β0.26%
$Avg Daily PnL
+$0.00
+0.0000%
β
Best Day
+$0.04
Oct 10
βOpen Interest
β‘Funding APR
+0.00%
annualized Β· funding only
β Execution Cost
β$26.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Loading Cumulative PnLβ¦
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 (β$26.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.