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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%
30d Period Avg+114.99%
swing±126.16%
LONG Binance Futures · now
+10.96%
30d avg:−16.18%
SHORT Crypto.com · nowBMTUSD-PERP
+177.91%
30d avg:+98.81%
Entry Spread Now
+0.134%
In your favorL 0.01910 · S 0.01913+$13.42 if it converges
24h range −0.39%…+0.35% · median +0.10%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$854.53
+8.55%
$Avg Daily PnL
+$29.15
+0.2915%
★Best Day
+$64.06
Sep 27
◎Open Interest
⚡Funding APR
+106.40%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
16.6h
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.