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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 ~2.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+38.52%
3d Period Avg+30.30%
swing±44.70%
LONG Binance Futures · now
+10.96%
3d avg:+10.96%
SHORT Toobit · nowALICE-SWAP-USDT
+49.47%
3d avg:+41.26%
Entry Spread Now
−0.051%
Eaten by executionL 0.1667 · S 0.1666−$5.06 if it converges
24h range −0.36%…+0.40% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$4.47
−0.04%
$Avg Daily PnL
+$7.84
+0.0784%
★Best Day
+$9.97
Sep 29
◎Open Interest
⚡Funding APR
+28.60%
annualized · funding only
⚠Execution Cost
−$27.98
entry + exit fees
⏱Payback
3.6d
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 (−$27.98 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.