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updated 4:34:05 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+38.45%
3d Period Avg+28.46%
LONG WEEX · now
−11.99%
3d avg:−10.90%
SHORT trade[XYZ] · nowxyz:XLE
+26.46%
3d avg:+17.56%
Entry Spread Now
−0.135%
Eaten by executionL 62.0200 · S 61.9360−$13.54 if it converges
24h range −0.17%…+0.08% · median −0.03%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
−$11.02
−0.11%
$Avg Daily PnL
+$5.74
+0.0574%
★Best Day
+$8.14
Aug 15
◎Open Interest
⚡Funding APR
+20.97%
annualized · funding only
⚠Execution Cost
−$34.00
entry + exit fees
⏱Payback
5.9d
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.