← Back to Screener
updated —ZAMA Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+60.17%
3d Period Avg+11.57%
swing±12.76%
LONG OKX · nowZAMA-USDT-SWAP
−58.41%
3d avg:−16.90%
SHORT MEXC · now
+1.75%
3d avg:−5.33%
Entry Spread Now
−0.104%
Against youL 0.05753 · S 0.05747−$10.43 if it converges
24h range −0.64%…+0.82% · median −0.05%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
−$4.50
−0.05%
$Avg Daily PnL
+$3.17
+0.0317%
★Best Day
+$2.94
Nov 11
◎Open Interest
OKX$2.36M
MEXC$609.7K⚡Funding APR
+11.56%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
4.4d
to break even
◧24h Volume
OKX$2.85MMEXC$296.5KLoading 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 (−$14.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.