← Back to Screener
updated —BTC Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+55.88%
3d Period Avg+78.99%
swing±9.23%
LONG BULK · now
−3.00%
3d avg:+6.52%
SHORT Bullet · now
+52.88%
3d avg:+85.51%
Entry Spread Now
+0.111%
In your favorL ask 77,397.85 · S bid 77,484+$11.13 at entry
24h range −0.30%…+0.65% · median +0.13%
Long pays every1hShort pays every1h
LONGmaker0%/taker0.035%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$48.60
+0.49%
$Avg Daily PnL
+$21.63
+0.2163%
★Best Day
+$21.49
Oct 30
◎Open Interest
BULK$4.24M
Bullet$1.26M⚡Funding APR
+78.94%
annualized · funding only
⚠Execution Cost
−$16.28
entry + exit fees
⏱Payback
18.0h
to break even
◧24h Volume
BULK$11.10MBullet$14.37MLoading 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 (−$16.28 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.