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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 ~156d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1.69%
3d Period Avg+0.97%
swing±0.70%
LONG edgeX V2 · now
+9.27%
3d avg:+24.31%
SHORT Binance Futures · now
+10.96%
3d avg:+25.28%
Entry Spread Now
+0.242%
Eaten by executionL 0.03870 · S 0.03879+$24.21 if it converges
24h range −1.14%…+0.51% · median +0.07%
Long pays every4hShort pays every4h
LONGmaker0.018%/taker0.038%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$71.63
−0.72%
$Avg Daily PnL
+$0.26
+0.0026%
★Best Day
+$0.31
Oct 5
◎Open Interest
⚡Funding APR
+0.97%
annualized · funding only
⚠Execution Cost
−$72.42
entry + exit fees
⏱Payback
9.1mo
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 (−$72.42 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.