← Back to Screener
updated 6:36:27 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+131.62%
7d Period Avg+113.77%
LONG N1 · now
−104.32%
7d avg:−65.83%
SHORT BloFin · now
+27.30%
7d avg:+47.94%
Entry Spread Now
+0.175%
In your favorL 0.4109 · S 0.4116+$17.52 if it converges
24h range −0.06%…+0.36% · median +0.15%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$213.36
+2.13%
$Avg Daily PnL
+$29.42
+0.2942%
★Best Day
+$38.41
Aug 16
◎Open Interest
N1$308
BloFin$527.7K⚡Funding APR
+107.38%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
18.0h
to break even
◧24h Volume
N1$14BloFin$305.7KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.