← Back to Screener
updated 11:56:37 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~17d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+4.86%
3d Period Avg−0.03%
LONG BloFin · now
+6.10%
3d avg:+10.99%
SHORT Binance Futures · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.012%
NeutralL 0.02011 · S 0.02011
24h range −0.45%…+0.59% · median +0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$22.03
−0.22%
$Avg Daily PnL
−$0.01
−0.0001%
★Best Day
+$0.36
Aug 13
◎Open Interest
BloFin$109.5K
Binance Futures$1.52M⚡Funding APR
−0.03%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
BloFin$9.0KBinance Futures$1.82MLoading 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.