← Back to Screener
updated 7:19:36 PMFunding Arbitrage Backtester
Size$
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
−10.28%
3d Period Avg−8.47%
LONG Gate.io · now
+10.96%
3d avg:+10.96%
SHORT WEEX · now
+0.68%
3d avg:+2.49%
Entry Spread Now
−0.070%
Eaten by executionL 44.2200 · S 44.1890−$7.01 if it converges
24h range −0.22%…+0.40% · median +0.08%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$32.01
−0.32%
$Avg Daily PnL
−$2.00
−0.0200%
★Best Day
−$0.54
Aug 15
◎Open Interest
Gate.io$2.7K
WEEX$1.92M⚡Funding APR
−7.31%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Gate.io$1.8KWEEX$181.5KLoading 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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.