← Back to Screener
updated 9:36:30 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1022d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.10%
3d Period Avg+2.95%
LONG WEEX · now
+52.81%
3d avg:+24.10%
SHORT LBank · now
+52.91%
3d avg:+27.05%
Entry Spread Now
−0.070%
Eaten by executionL 0.008592 · S 0.008586−$6.98 if it converges
24h range −0.48%…+0.56% · median +0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$27.48
−0.27%
$Avg Daily PnL
+$0.17
+0.0017%
★Best Day
+$1.61
Aug 17
◎Open Interest
WEEX$42.28M
LBank—⚡Funding APR
+0.63%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
5.4mo
to break even
◧24h Volume
WEEX$3.35MLBank$1.01MLoading 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.