← Back to Screener
updated 7:18:27 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~89d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.98%
3d Period Avg+3.77%
LONG WEEX · now
−0.98%
3d avg:−2.28%
SHORT Aster · now
+0.00%
3d avg:+1.49%
Entry Spread Now
+0.149%
In your favorL 57.3000 · S 57.3852+$14.88 if it converges
24h range −0.34%…+0.59% · median −0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$20.90
−0.21%
$Avg Daily PnL
+$1.03
+0.0103%
★Best Day
+$1.50
Aug 17
◎Open Interest
⚡Funding APR
+3.77%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
23.3d
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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.