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updated 8:01:53 PMFunding Arbitrage Backtester
Size$
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
−8.97%
3d Period Avg−42.97%
LONG OKX · nowSHAZ-USDT-SWAP
+0.00%
3d avg:+35.71%
SHORT WEEX · now
−8.97%
3d avg:−7.26%
Entry Spread Now
−0.560%
Against youL 76.8500 · S 76.4200−$55.95 if it converges
24h range −1.30%…+0.71% · median +0.04%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$61.30
−0.61%
$Avg Daily PnL
−$11.77
−0.1177%
★Best Day
+$2.93
Aug 16
◎Open Interest
⚡Funding APR
−42.95%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
never
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.