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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 ~7.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+12.05%
30d Period Avg−1.88%
swing±9.69%
LONG OKX · nowUSO-USDT-SWAP
+0.00%
30d avg:−49.15%
SHORT WEEX · now
+12.05%
30d avg:−51.03%
Entry Spread Now
−0.441%
Against youL 145.0400 · S 144.4000−$44.13 if it converges
24h range −0.41%…+0.06% · median −0.26%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$41.20
−0.41%
$Avg Daily PnL
−$0.51
−0.0051%
★Best Day
+$3.44
Sep 14
◎Open Interest
⚡Funding APR
−1.85%
annualized · funding only
⚠Execution Cost
−$26.00
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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.