← Back to Screener
updated 1:20:34 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+25.03%
30d Period Avg+34.05%
LONG BloFin · now
+11.56%
30d avg:−2.63%
SHORT Reya · nowATOMRUSDPERP
+36.59%
30d avg:+31.42%
Entry Spread Now
−0.118%
Against youL 1.4530 · S 1.4513−$11.75 if it converges
24h range −0.19%…+0.01% · median −0.07%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
+$261.41
+2.61%
$Avg Daily PnL
+$9.01
+0.0901%
★Best Day
+$19.46
Aug 14
◎Open Interest
BloFin$828.7K
Reya$726⚡Funding APR
+32.90%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
2.0d
to break even
◧24h Volume
BloFin$216.0KReya$335Loading 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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.