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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 ~2.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+33.88%
30d Period Avg+15.55%
swing±20.78%
LONG WEEX · now
−11.97%
30d avg:−8.13%
SHORT MEXC · nowTXNSTOCK_USDT
+21.92%
30d avg:+7.42%
Entry Spread Now
−0.159%
Against youL 283.4500 · S 283.0000−$15.88 if it converges
24h range −0.12%…+0.27% · median +0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
+$107.76
+1.08%
$Avg Daily PnL
+$4.26
+0.0426%
★Best Day
+$9.18
Sep 20
◎Open Interest
⚡Funding APR
+15.54%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
4.7d
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.