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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−85.87%
3d Period Avg+14.83%
swing±104.12%
LONG WEEX · now
+85.87%
3d avg:−14.83%
SHORT Bybit · now
+0.00%
3d avg:+0.00%
Entry Spread Now
−0.075%
Eaten by executionL 198.7800 · S 198.6300−$7.55 if it converges
24h range −0.01%…+0.69% · median +0.26%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$14.82
−0.15%
$Avg Daily PnL
+$4.06
+0.0406%
★Best Day
+$15.52
Sep 30
◎Open Interest
⚡Funding APR
+14.82%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
6.7d
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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.