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updated 4:34:15 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+27.66%
3d Period Avg+23.13%
LONG WEEX · now
+14.25%
3d avg:+13.42%
SHORT trade[XYZ] · nowxyz:URNM
+41.91%
3d avg:+36.55%
Entry Spread Now
+0.085%
Eaten by executionL 55.5700 · S 55.6170+$8.46 if it converges
24h range −0.35%…+0.08% · median −0.02%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
−$18.24
−0.18%
$Avg Daily PnL
+$3.94
+0.0394%
★Best Day
+$10.51
Aug 16
◎Open Interest
⚡Funding APR
+14.38%
annualized · funding only
⚠Execution Cost
−$34.00
entry + exit fees
⏱Payback
8.6d
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 (−$34.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.