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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−134.90%
3d Period Avg+86.07%
swing±165.53%
LONG Aster · now
+264.09%
3d avg:+122.75%
SHORT NADO · nowCASHCAT-PERP
+129.19%
3d avg:+208.82%
Entry Spread Now
−0.027%
Eaten by executionL 0.1714 · S 0.1714−$2.68 if it converges
24h range −1.13%…+1.74% · median −0.01%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.040%SHORTmaker0.010%/taker0.035%
Loading Funding History…
↗Total PnL
+$55.98
+0.56%
$Avg Daily PnL
+$23.66
+0.2366%
★Best Day
+$39.33
Sep 26
◎Open Interest
⚡Funding APR
+86.36%
annualized · funding only
⚠Execution Cost
−$15.00
entry + exit fees
⏱Payback
15.1h
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 (−$15.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.