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 never covers this cost
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β39.56%
3d Period Avgβ21.61%
swingΒ±82.72%
LONG Toobit Β· nowXBR-SWAP-USDT
+0.00%
3d avg:β69.96%
SHORT Gate.io Β· nowBZ_USDT
β39.56%
3d avg:β91.57%
Entry Spread Now
β0.068%
Eaten by executionL 102.4300 Β· S 102.3600β$6.83 if it converges
24h range β0.35%β¦+0.03% Β· median β0.12%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker-0.010%/taker0.075%
Loading Funding Historyβ¦
βTotal PnL
β$80.32
β0.80%
$Avg Daily PnL
β$10.62
β0.1062%
β
Best Day
β$6.19
Oct 9
βOpen Interest
β‘Funding APR
β38.77%
annualized Β· funding only
β Execution Cost
β$48.46
entry + exit fees
β±Payback
never
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$48.46 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.