← Back to Screener
updated —WLFI Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
7d Period Avg+12.89%
swing±19.39%
LONG Variational · now
+10.96%
7d avg:+2.83%
SHORT Aster · now
+10.96%
7d avg:+15.72%
Entry Spread Now
+0.109%
In your favorL 0.04744 · S 0.04749+$10.89 if it converges
24h range −0.10%…+0.31% · median +0.10%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$4.58
+0.05%
$Avg Daily PnL
+$3.43
+0.0343%
★Best Day
+$6.56
Nov 12
◎Open Interest
⚡Funding APR
+12.51%
annualized · funding only
⚠Execution Cost
−$19.40
entry + exit fees
⏱Payback
5.7d
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 (−$19.40 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.