← Back to Screener
updated 9:06:57 PMFunding Arbitrage Backtester
Size$
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
−3.64%
3d Period Avg−1.19%
LONG LBank · now
+10.96%
3d avg:+10.96%
SHORT BloFin · now
+7.32%
3d avg:+9.77%
Entry Spread Now
+0.000%
NeutralL 0.04926 · S 0.04926
24h range −0.36%…+0.41% · median −0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$23.00
−0.23%
$Avg Daily PnL
+$0.33
+0.0033%
★Best Day
+$1.59
Aug 15
◎Open Interest
LBank—
BloFin$232.1K⚡Funding APR
+1.22%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
2.4mo
to break even
◧24h Volume
LBank$914.2KBloFin$12.5KLoading 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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.