← Back to Screener
updated 10:55:30 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−2.87%
1d Period Avg−0.70%
swing±2.39%
LONG Binance Futures · now
+10.96%
1d avg:+10.96%
SHORT BloFin · now
+8.09%
1d avg:+10.26%
Entry Spread Now
+0.051%
Eaten by executionL 0.007831 · S 0.007835+$5.11 if it converges
24h range −0.32%…+0.40% · median −0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$22.22
−0.22%
$Avg Daily PnL
−$0.22
−0.0022%
★Best Day
−$0.22
Sep 18
◎Open Interest
Binance Futures$1.73M
BloFin$86.9K⚡Funding APR
−0.80%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Binance Futures$2.85MBloFin$3.2KLoading 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.