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updated —Funding 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
+0.00%
3d Period Avg+2.84%
swing±6.38%
LONG MEXC · now
+10.96%
3d avg:+8.12%
SHORT Binance Futures · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.199%
Against youL 0.009840 · S 0.009820−$19.86 if it converges
24h range −0.27%…+0.74% · median +0.21%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$11.67
−0.12%
$Avg Daily PnL
+$0.78
+0.0078%
★Best Day
+$1.37
Oct 10
◎Open Interest
⚡Funding APR
+2.83%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
18.0d
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 (−$14.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.