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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
+44.59%
3d Period Avg+53.17%
swing±60.06%
LONG TxFlow · now
−35.14%
3d avg:−68.49%
SHORT BloFin · now
+9.45%
3d avg:−15.32%
Entry Spread Now
+0.064%
Eaten by executionL 0.003138 · S 0.003140+$6.37 if it converges
24h range −0.22%…+0.49% · median +0.10%
Long pays every1hShort pays every8h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$9.41
+0.09%
$Avg Daily PnL
+$10.14
+0.1014%
★Best Day
+$16.44
Sep 29
◎Open Interest
⚡Funding APR
+36.99%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
2.1d
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 (−$21.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.