← 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 ~8.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+6.06%
3d Period Avg+20.31%
swing±12.05%
LONG TxFlow · now
+5.34%
3d avg:−8.93%
SHORT Extended · now
+11.40%
3d avg:+11.38%
Entry Spread Now
−0.009%
NeutralL 0.2214 · S 0.2214
24h range −0.34%…+0.51% · median +0.03%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
+$2.69
+0.03%
$Avg Daily PnL
+$5.56
+0.0556%
★Best Day
+$7.21
Oct 18
◎Open Interest
TxFlow$9.7K
Extended$315.4K⚡Funding APR
+20.30%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
2.5d
to break even
◧24h Volume
TxFlow$132.5KExtended$285.7KLoading 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 (−$14.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.