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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 ~0.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+91.96%
30d Period Avg+77.29%
swing±64.44%
LONG Crypto.com · nowCCUSD-PERP
−50.59%
30d avg:−53.67%
SHORT BloFin · now
+41.37%
30d avg:+23.62%
Entry Spread Now
−0.090%
Eaten by executionL 0.1216 · S 0.1215−$9.04 if it converges
24h range −0.72%…+1.18% · median −0.06%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$612.85
+6.13%
$Avg Daily PnL
+$21.16
+0.2116%
★Best Day
+$47.56
Sep 12
◎Open Interest
⚡Funding APR
+77.24%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.0d
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.