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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
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+32.81%
30d Period Avg+2.48%
swing±16.69%
LONG BloFin · now
+17.18%
30d avg:+10.89%
SHORT Toobit · nowALICE-SWAP-USDT
+49.98%
30d avg:+13.37%
Entry Spread Now
−0.118%
Eaten by executionL 0.1689 · S 0.1687−$11.84 if it converges
24h range −0.66%…+0.85% · median +0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$3.58
−0.04%
$Avg Daily PnL
+$0.68
+0.0068%
★Best Day
+$9.94
Sep 30
◎Open Interest
⚡Funding APR
+2.48%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
1.2mo
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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.