← Back to Screener
updated 11:33:31 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
−2.38%
1d Period Avg+0.81%
swing±2.15%
LONG BloFin · now
+13.34%
1d avg:+10.15%
SHORT Binance Futures · now
+10.96%
1d avg:+10.96%
Entry Spread Now
+0.183%
In your favorL 0.007882 · S 0.007896+$18.35 if it converges
24h range −0.39%…+0.32% · median +0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$21.78
−0.22%
$Avg Daily PnL
+$0.22
+0.0022%
★Best Day
+$0.22
Sep 18
◎Open Interest
BloFin$87.1K
Binance Futures$1.74M⚡Funding APR
+0.80%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
3.3mo
to break even
◧24h Volume
BloFin$3.2KBinance Futures$2.89MLoading 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.