← Back to Screener
updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~18d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+4.54%
3d Period Avg+5.72%
swing±24.28%
LONG KuCoin · nowACEUSDTM
+5.04%
3d avg:+5.24%
SHORT Binance Futures · now
+9.58%
3d avg:+10.96%
Entry Spread Now
+0.140%
In your favorL 0.1860 · S 0.1862+$13.98 if it converges
24h range −0.81%…+0.70% · median −0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$17.30
−0.17%
$Avg Daily PnL
+$1.57
+0.0157%
★Best Day
+$4.70
Sep 30
◎Open Interest
⚡Funding APR
+5.72%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
14.0d
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.