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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 ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+104.02%
30d Period Avg−13.19%
swing±80.22%
LONG WEEX · now
−104.02%
30d avg:+27.26%
SHORT MEXC · now
+0.00%
30d avg:+14.07%
Entry Spread Now
−0.010%
NeutralL 197.0900 · S 197.0700
24h range −0.22%…+0.19% · median −0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
−$127.14
−1.27%
$Avg Daily PnL
−$3.57
−0.0357%
★Best Day
+$12.42
Sep 10
◎Open Interest
⚡Funding APR
−13.03%
annualized · funding only
⚠Execution Cost
−$20.00
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.