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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 ~25d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.18%
30d Period Avg+0.13%
swing±8.29%
LONG Binance Futures · now
+10.96%
30d avg:+9.36%
SHORT BloFin · now
+14.13%
30d avg:+9.49%
Entry Spread Now
−0.140%
Against youL 0.02857 · S 0.02853−$14.00 if it converges
24h range −0.30%…+0.37% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$17.45
−0.17%
$Avg Daily PnL
+$0.15
+0.0015%
★Best Day
+$1.53
Sep 19
◎Open Interest
⚡Funding APR
+0.55%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
4.8mo
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.