← Back to Screener
updated —Funding Arbitrage Backtester
Size per leg$
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
−3.15%
30d Period Avg+0.25%
swing±8.89%
LONG BloFin · now
+14.55%
30d avg:+10.51%
SHORT Extended · now
+11.40%
30d avg:+10.76%
Entry Spread Now
−0.030%
Eaten by executionL 0.01386 · S 0.01386−$3.03 if it converges
24h range −0.62%…+0.34% · median −0.01%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$107.97
−1.08%
$Avg Daily PnL
+$0.07
+0.0007%
★Best Day
+$0.81
Sep 19
◎Open Interest
BloFin$271.6K
Extended$653⚡Funding APR
+0.25%
annualized · funding only
⚠Execution Cost
−$110.05
entry + exit fees
⏱Payback
52.9mo
to break even
◧24h Volume
BloFin$3.9KExtended$351.8KLoading 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 (−$110.05 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.