← Back to Screener
updated —BTW Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+529.03%
3d Period Avg+59.98%
swing±62.34%
LONG MEXC · now
−2854.21%
3d avg:−300.11%
SHORT Gate.io · now
−2325.18%
3d avg:−240.13%
Entry Spread Now
+3.524%
In your favorL 0.6781 · S 0.7020+$352.43 if it converges
24h range −7.05%…+3.26% · median +0.52%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.020%SHORTmaker-0.010%/taker0.075%
Sparse settlements: long 39%, short 39% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$0.16
+0.00%
$Avg Daily PnL
+$6.39
+0.0639%
★Best Day
+$13.47
Nov 13
◎Open Interest
⚡Funding APR
+23.31%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
3.0d
to break even
◧24h Volume
Loading Cumulative PnL…
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 (−$19.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.