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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 ~0.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+110.70%
3d Period Avg+171.10%
swing±82.38%
LONG WEEX · now
−3.67%
3d avg:−11.11%
SHORT Crypto.com · nowZHONGJIUSD-PERP
+107.02%
3d avg:+159.99%
Entry Spread Now
+0.081%
Eaten by executionL 136.5100 · S 136.6200+$8.06 if it converges
24h range +0.01%…+0.25% · median +0.12%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$107.60
+1.08%
$Avg Daily PnL
+$44.53
+0.4453%
★Best Day
+$50.81
Oct 1
◎Open Interest
⚡Funding APR
+162.55%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
13.9h
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.