β Back to Screener
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%
3d Period Avgβ1.09%
swingΒ±2.51%
LONG Binance Futures Β· now
+10.96%
3d avg:+12.82%
SHORT Bybit Β· now
+10.96%
3d avg:+11.73%
Entry Spread Now
β0.076%
Eaten by executionL 0.03930 Β· S 0.03927β$7.63 if it converges
24h range β0.68%β¦+0.33% Β· median β0.08%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.055%
Loading Funding Historyβ¦
βTotal PnL
β$24.90
β0.25%
$Avg Daily PnL
β$1.30
β0.0130%
β
Best Day
+$0.00
Oct 7
βOpen Interest
Binance Futures$10.46M
Bybit$3.88Mβ‘Funding APR
β4.74%
annualized Β· funding only
β Execution Cost
β$21.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Binance Futures$851.9KBybit$276.9KLoading 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$21.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.