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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 ~4.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+13.99%
7d Period Avg+6.82%
swing±10.94%
LONG Binance Futures · now
−11.00%
7d avg:−4.37%
SHORT Aster · now
+2.99%
7d avg:+2.45%
Entry Spread Now
+0.088%
Eaten by executionL 0.004033 · S 0.004036+$8.75 if it converges
24h range −0.18%…+0.15% · median +0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$2.77
+0.03%
$Avg Daily PnL
+$2.97
+0.0297%
★Best Day
+$5.49
Oct 4
◎Open Interest
⚡Funding APR
+10.83%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
6.1d
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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.