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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~60d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1.34%
30d Period Avg−0.17%
swing±1.82%
LONG BloFin · now
+9.62%
30d avg:+10.64%
SHORT Binance Futures · now
+10.96%
30d avg:+10.47%
Entry Spread Now
−0.032%
Eaten by executionL 0.2185 · S 0.2184−$3.21 if it converges
24h range −0.27%…+0.36% · median +0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$23.41
−0.23%
$Avg Daily PnL
−$0.05
−0.0005%
★Best Day
+$0.68
Sep 13
◎Open Interest
⚡Funding APR
−0.17%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Loading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.