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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 ~2.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+33.74%
30d Period Avg−25.70%
swing±122.29%
LONG WEEX · now
−33.74%
30d avg:+25.70%
SHORT Bybit · now
+0.00%
30d avg:+0.00%
Entry Spread Now
+0.096%
Eaten by executionL 198.1300 · S 198.3200+$9.59 if it converges
24h range +0.03%…+0.69% · median +0.27%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$248.40
−2.48%
$Avg Daily PnL
−$7.38
−0.0738%
★Best Day
+$40.04
Sep 20
◎Open Interest
⚡Funding APR
−26.94%
annualized · funding only
⚠Execution Cost
−$27.00
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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.