← Back to Screener
updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+15.51%
7d Period Avg+17.56%
swing±11.31%
LONG Variational · now
−4.55%
7d avg:−10.78%
SHORT Binance Futures · now
+10.96%
7d avg:+6.78%
Entry Spread Now
−0.063%
Against youL ask 10.8118 · S bid 10.8050−$6.29 at entry
24h range −0.23%…+0.70% · median +0.02%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$13.11
+0.13%
$Avg Daily PnL
+$4.81
+0.0481%
★Best Day
+$6.62
Sep 23
◎Open Interest
Variational$2.84M
Binance Futures$120.75M⚡Funding APR
+17.55%
annualized · funding only
⚠Execution Cost
−$20.55
entry + exit fees
⏱Payback
4.3d
to break even
◧24h Volume
Variational$2.35MBinance Futures$206.62MLoading 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 (−$20.55 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.