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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+29.15%
30d Period Avg−2.98%
swing±62.37%
LONG Bybit · now
+0.00%
30d avg:−0.24%
SHORT WEEX · now
+29.15%
30d avg:−3.22%
Entry Spread Now
−0.029%
Eaten by executionL 576.9300 · S 576.7600−$2.95 if it converges
24h range −0.11%…+0.37% · median +0.09%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$51.48
−0.51%
$Avg Daily PnL
−$0.82
−0.0082%
★Best Day
+$12.09
Sep 28
◎Open Interest
⚡Funding APR
−2.98%
annualized · funding only
⚠Execution Cost
−$27.00
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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.