← Back to Screener
updated 2:41:46 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+226.95%
30d Period Avg+125.33%
LONG Ethereal · now
−214.16%
30d avg:−119.63%
SHORT BloFin · now
+12.79%
30d avg:+5.70%
Entry Spread Now
−0.226%
Against youL 0.1467 · S 0.1464−$22.56 if it converges
24h range −0.40%…+0.25% · median −0.07%
Long pays every1hShort pays every4h
LONGmaker0%/taker0.030%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$1010.43
+10.10%
$Avg Daily PnL
+$33.18
+0.3318%
★Best Day
+$65.17
Aug 1
◎Open Interest
BloFin$268.7K⚡Funding APR
+121.09%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
13.0h
to break even
◧24h Volume
BloFin$6.7KLoading 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.