← Back to Screener
updated 2:56:12 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+136.42%
3d Period Avg−18.46%
swing±100.09%
LONG MEXC · nowSHAZSTOCK_USDT
−130.94%
3d avg:−2.83%
SHORT trade[XYZ] · nowxyz:SHAZ
+5.48%
3d avg:−21.29%
Entry Spread Now
+0.122%
In your favorL 53.3000 · S 53.3650+$12.20 if it converges
24h range −0.49%…+0.30% · median −0.14%
Long pays every8hShort pays every1h
LONGmaker0%/taker0.010%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
−$34.81
−0.35%
$Avg Daily PnL
−$3.70
−0.0370%
★Best Day
+$1.54
Sep 12
◎Open Interest
MEXC$138.6K![trade[XYZ]](/icons/exchanges/hyperliquid.jpg){kind=icon}
trade[XYZ]$1.51M⚡Funding APR
−13.52%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
MEXC$90.7Ktrade[XYZ]$357.8KLoading 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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.