← 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 ~1.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+73.36%
1d Period Avg+8.61%
swing±38.28%
LONG Aftermath · now
−24.43%
1d avg:−16.25%
SHORT Perpl · now
+48.93%
1d avg:−7.64%
Entry Spread Now
+0.076%
In your favorL ask 85,127.67 · S bid 85,192.3+$7.59 at entry
24h range −0.42%…+0.39% · median −0.00%
Long pays every1hShort pays every1h
LONGmaker-0.005%/taker0.045%SHORTmaker0.050%/taker0.088%
Loading Funding History…
↗Total PnL
−$31.53
−0.32%
$Avg Daily PnL
+$1.80
+0.0180%
★Best Day
+$2.79
Oct 2
◎Open Interest
Aftermath$102.7K
Perpl$750.5K⚡Funding APR
+6.56%
annualized · funding only
⚠Execution Cost
−$33.33
entry + exit fees
⏱Payback
18.5d
to break even
◧24h Volume
Aftermath$738.4KPerpl$7.80MLoading 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 (−$33.33 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.