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updated 8:01:05 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+16.51%
3d Period Avg+1.02%
LONG WEEX · now
+2.38%
3d avg:+0.44%
SHORT Bitunix · now
+18.89%
3d avg:+1.46%
Entry Spread Now
+0.040%
Eaten by executionL 149.3600 · S 149.4200+$4.02 if it converges
24h range −0.47%…+0.38% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$27.17
−0.27%
$Avg Daily PnL
+$0.28
+0.0028%
★Best Day
+$2.10
Aug 17
◎Open Interest
⚡Funding APR
+1.01%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
3.4mo
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 (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.