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updated 2:42:42 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+363.62%
30d Period Avg+8.31%
LONG WEEX · now
−11.61%
30d avg:−7.25%
SHORT trade[XYZ] · nowxyz:URNM
+352.00%
30d avg:+1.06%
Entry Spread Now
−0.040%
Eaten by executionL 55.4600 · S 55.4380−$3.97 if it converges
24h range −0.35%…+0.08% · median −0.03%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
+$24.39
+0.24%
$Avg Daily PnL
+$1.88
+0.0188%
★Best Day
+$61.44
Aug 8
◎Open Interest
⚡Funding APR
+6.88%
annualized · funding only
⚠Execution Cost
−$34.00
entry + exit fees
⏱Payback
18.1d
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.