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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+147.46%
30d Period Avg−0.88%
swing±38.28%
LONG Bitunix · now
+19.08%
30d avg:+80.70%
SHORT Aster · now
+166.54%
30d avg:+79.82%
Entry Spread Now
−0.088%
Eaten by executionL 0.02276 · S 0.02274−$8.79 if it converges
24h range −0.44%…+0.39% · median −0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$27.19
−0.27%
$Avg Daily PnL
−$0.24
−0.0024%
★Best Day
+$16.23
Sep 20
◎Open Interest
⚡Funding APR
−0.88%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
never
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.