← Back to Screener
updated 9:28:51 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−7.45%
3d Period Avg−113.05%
LONG TxFlow · now
+10.96%
3d avg:+10.96%
SHORT N1 · now
+3.51%
3d avg:−102.09%
Entry Spread Now
+0.183%
Eaten by executionL 0.6001 · S 0.6012+$18.33 if it converges
24h range −1.89%…+0.23% · median +0.05%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$842.77
−8.43%
$Avg Daily PnL
−$23.21
−0.2321%
★Best Day
−$6.14
Aug 14
◎Open Interest
TxFlow$14.2K
N1$12.3K⚡Funding APR
−84.73%
annualized · funding only
⚠Execution Cost
−$749.92
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
TxFlow$16.5KN1$2.1KLoading 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 (−$749.92 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.