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updated 7:18:47 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~8.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.52%
3d Period Avg+5.40%
LONG WEEX · now
−11.52%
3d avg:−5.40%
SHORT Bitget · now
+0.00%
3d avg:+0.00%
Entry Spread Now
+0.034%
Eaten by executionL 232.8000 · S 232.8800+$3.44 if it converges
24h range −0.61%…+0.88% · median −0.10%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$23.56
−0.24%
$Avg Daily PnL
+$1.48
+0.0148%
★Best Day
+$1.72
Aug 17
◎Open Interest
⚡Funding APR
+5.40%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
18.9d
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.