← Back to Screener
updated 2:33:41 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+76.16%
3d Period Avg+120.90%
LONG N1 · now
−20.16%
3d avg:−66.36%
SHORT BloFin · now
+56.00%
3d avg:+54.54%
Entry Spread Now
+0.019%
NeutralL 0.4112 · S 0.4113
24h range −0.36%…+0.45% · median +0.19%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$85.11
+0.85%
$Avg Daily PnL
+$26.78
+0.2678%
★Best Day
+$38.41
Aug 16
◎Open Interest
N1$303
BloFin$527.6K⚡Funding APR
+97.74%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
19.7h
to break even
◧24h Volume
N1$117BloFin$153.9KLoading 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.