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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 ~132d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.61%
30d Period Avg−0.46%
swing±17.41%
LONG Binance Futures · now
+10.96%
30d avg:+27.70%
SHORT BloFin · now
+11.57%
30d avg:+27.24%
Entry Spread Now
−0.012%
NeutralL 0.05228 · S 0.05227
24h range −0.68%…+0.66% · median −0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$21.14
−0.21%
$Avg Daily PnL
+$0.03
+0.0003%
★Best Day
+$0.99
Sep 4
◎Open Interest
⚡Funding APR
+0.10%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
25.6mo
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.