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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 ~2.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+32.05%
3d Period Avg+13.93%
swing±17.15%
LONG WEEX · now
−10.14%
3d avg:−10.61%
SHORT MEXC · nowTXNSTOCK_USDT
+21.92%
3d avg:+3.32%
Entry Spread Now
−0.080%
Eaten by executionL 286.8300 · S 286.6000−$8.02 if it converges
24h range −0.58%…+0.27% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
−$8.56
−0.09%
$Avg Daily PnL
+$3.81
+0.0381%
★Best Day
+$5.44
Sep 29
◎Open Interest
⚡Funding APR
+13.92%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
5.2d
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.