← Back to Screener
updated 8:01:09 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~10d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.21%
3d Period Avg+11.32%
LONG WEEX · now
−10.21%
3d avg:−11.32%
SHORT Bitget · now
+0.00%
3d avg:+0.00%
Entry Spread Now
+0.087%
Eaten by executionL 36.7700 · S 36.8020+$8.70 if it converges
24h range −0.14%…+0.32% · median +0.10%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$18.70
−0.19%
$Avg Daily PnL
+$3.10
+0.0310%
★Best Day
+$3.26
Aug 15
◎Open Interest
⚡Funding APR
+11.32%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
9.0d
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.