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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 ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+166.95%
3d Period Avg+130.65%
swing±125.44%
LONG Binance Futures · now
+10.96%
3d avg:+10.96%
SHORT Crypto.com · nowBMTUSD-PERP
+177.91%
3d avg:+141.61%
Entry Spread Now
+0.068%
Eaten by executionL 0.01908 · S 0.01909+$6.82 if it converges
24h range −0.39%…+0.29% · median +0.10%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$77.05
+0.77%
$Avg Daily PnL
+$32.35
+0.3235%
★Best Day
+$37.54
Sep 29
◎Open Interest
⚡Funding APR
+118.08%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
14.9h
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.