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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+0.00%
7d Period Avg+11.96%
swingΒ±30.62%
LONG Bybit Β· now
+10.96%
7d avg:β18.08%
SHORT WEEX Β· now
+10.96%
7d avg:β6.12%
Entry Spread Now
β0.027%
Eaten by executionL 0.003697 Β· S 0.003696β$2.70 if it converges
24h range β0.26%β¦+0.06% Β· median β0.13%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.080%
Loading Funding Historyβ¦
βTotal PnL
β$4.61
β0.05%
$Avg Daily PnL
+$3.20
+0.0320%
β
Best Day
+$11.33
Oct 7
βOpen Interest
β‘Funding APR
+11.67%
annualized Β· funding only
β Execution Cost
β$27.00
entry + exit fees
β±Payback
8.4d
to break even
β§24h Volume
Loading Cumulative PnLβ¦
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 (β$27.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.