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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 ~4.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+20.42%
30d Period Avg+12.99%
swing±69.06%
LONG Bybit · now
+0.00%
30d avg:+6.13%
SHORT WEEX · now
+20.42%
30d avg:+19.12%
Entry Spread Now
−0.045%
Eaten by executionL 39.7000 · S 39.6820−$4.53 if it converges
24h range −0.64%…−0.06% · median −0.33%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
+$79.70
+0.80%
$Avg Daily PnL
+$3.56
+0.0356%
★Best Day
+$72.95
Sep 12
◎Open Interest
⚡Funding APR
+12.98%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
7.6d
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.