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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
7d Period Avg+0.01%
swing±0.05%
LONG WEEX · now
+10.96%
7d avg:+10.64%
SHORT Binance Futures · now
+10.96%
7d avg:+10.65%
Entry Spread Now
−0.056%
Eaten by executionL 0.008982 · S 0.008977−$5.57 if it converges
24h range −0.36%…+0.23% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$25.97
−0.26%
$Avg Daily PnL
+$0.00
+0.0000%
★Best Day
+$0.02
Oct 8
◎Open Interest
⚡Funding APR
+0.01%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
232.4mo
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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.