← Back to Screener
updated 9:05:44 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.23%
3d Period Avg−8.46%
LONG MEXC · now
+0.00%
3d avg:+0.00%
SHORT WEEX · now
+10.23%
3d avg:−8.46%
Entry Spread Now
+0.177%
In your favorL 130.2200 · S 130.4500+$17.66 if it converges
24h range −0.50%…+0.26% · median −0.07%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$24.95
−0.25%
$Avg Daily PnL
−$2.32
−0.0232%
★Best Day
−$0.74
Aug 17
◎Open Interest
⚡Funding APR
−8.45%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
never
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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.