β Back to Screener
updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~1.1d
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+89.68%
3d Period Avg+69.20%
swingΒ±122.57%
LONG Hotcoin Β· nowBZUSDT
β152.79%
3d avg:β200.80%
SHORT Gate.io Β· nowBZ_USDT
β63.12%
3d avg:β131.60%
Entry Spread Now
β0.117%
Eaten by executionL 102.3400 Β· S 102.2200β$11.73 if it converges
24h range β0.18%β¦β0.02% Β· median β0.09%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker-0.010%/taker0.075%
Loading Funding Historyβ¦
βTotal PnL
β$8.18
β0.08%
$Avg Daily PnL
+$6.60
+0.0660%
β
Best Day
+$16.92
Oct 8
βOpen Interest
β‘Funding APR
+24.08%
annualized Β· funding only
β Execution Cost
β$27.98
entry + exit fees
β±Payback
4.2d
to break even
β§24h Volume
Loading Cumulative PnLβ¦
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 (β$27.98 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.