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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+44.11%
3d Period Avg+11.28%
swing±21.99%
LONG OKX · nowCAP-USDT-SWAP
+10.96%
3d avg:+21.30%
SHORT Binance Futures · now
+55.07%
3d avg:+32.58%
Entry Spread Now
+0.312%
In your favorL 0.08167 · S 0.08192+$31.21 if it converges
24h range −1.93%…+1.15% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$10.73
−0.11%
$Avg Daily PnL
+$3.09
+0.0309%
★Best Day
+$7.44
Oct 1
◎Open Interest
⚡Funding APR
+11.28%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
6.5d
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.