← Back to Screener
updated 10:32:59 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~43d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+73.25%
3d Period Avg+73.93%
LONG Bullpen · now
−21.53%
3d avg:−7.26%
SHORT N1 · now
+51.72%
3d avg:+66.67%
Entry Spread Now
+0.108%
In your favorL ask 0.07382 · S bid 0.07390+$10.84 at entry
24h range −0.03%…+1.99% · median +0.08%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$801.86
−8.02%
$Avg Daily PnL
+$14.03
+0.1403%
★Best Day
+$33.42
Aug 15
◎Open Interest
Bullpen$4.03M
N1$5.5K⚡Funding APR
+51.19%
annualized · funding only
⚠Execution Cost
−$857.96
entry + exit fees
⏱Payback
2.0mo
to break even
◧24h Volume
Bullpen$1.33MN1$642Loading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$857.96 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.