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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
+0.00%
7d Period Avg+7.31%
swing±35.08%
LONG Binance Futures · now
+10.96%
7d avg:+27.00%
SHORT WEEX · now
+10.96%
7d avg:+34.31%
Entry Spread Now
−0.037%
Eaten by executionL 0.005885 · S 0.005883−$3.70 if it converges
24h range −0.24%…+0.12% · median −0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
−$25.83
−0.26%
$Avg Daily PnL
+$0.02
+0.0002%
★Best Day
+$0.07
Oct 7
◎Open Interest
⚡Funding APR
+0.09%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
35.5mo
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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.