← Back to Screener
updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.48%
3d Period Avg+118.00%
swing±32.01%
LONG Variational · now
−1.64%
3d avg:−3.17%
SHORT Aftermath · now
+20.84%
3d avg:+114.83%
Entry Spread Now
+0.030%
In your favorL ask 715.8320 · S bid 716.0452+$2.98 at entry
24h range −0.09%…+0.31% · median +0.16%
Long pays every8hShort pays every1h
LONGmaker0%/taker0%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
+$54.78
+0.55%
$Avg Daily PnL
+$32.25
+0.3225%
★Best Day
+$35.72
Oct 17
◎Open Interest
Variational$6.54M
Aftermath$18.6K⚡Funding APR
+117.70%
annualized · funding only
⚠Execution Cost
−$41.96
entry + exit fees
⏱Payback
1.3d
to break even
◧24h Volume
Variational$16.65MAftermath$34.9KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$41.96 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.