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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
−29.11%
7d Period Avg+76.49%
swing±136.85%
LONG Bybit · now
+40.07%
7d avg:−66.84%
SHORT WEEX · now
+10.96%
7d avg:+9.65%
Entry Spread Now
−0.390%
Against youL 0.04101 · S 0.04085−$39.01 if it converges
24h range −0.39%…−0.07% · median −0.22%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.080%
Loading Funding History…
↗Total PnL
+$119.59
+1.20%
$Avg Daily PnL
+$20.94
+0.2094%
★Best Day
+$68.28
Oct 8
◎Open Interest
⚡Funding APR
+76.44%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
1.3d
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.