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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 ~3.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.49%
30d Period Avg+12.12%
swing±53.66%
LONG TxFlow · now
−11.58%
30d avg:−34.28%
SHORT BloFin · now
+10.91%
30d avg:−22.16%
Entry Spread Now
+0.064%
Eaten by executionL 0.003121 · S 0.003123+$6.41 if it converges
24h range −0.16%…+0.49% · median +0.10%
Long pays every1hShort pays every8h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$116.23
+1.16%
$Avg Daily PnL
+$4.57
+0.0457%
★Best Day
+$38.66
Sep 22
◎Open Interest
⚡Funding APR
+16.70%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
4.6d
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.