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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 ~5.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+13.10%
3d Period Avg+18.01%
swing±20.39%
LONG BloFin · now
−2.14%
3d avg:−7.05%
SHORT TxFlow · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.049%
Eaten by executionL 61.4100 · S 61.3800−$4.89 if it converges
24h range −0.24%…+0.13% · median −0.06%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.015%/taker0.045%
Loading Funding History…
↗Total PnL
−$6.21
−0.06%
$Avg Daily PnL
+$4.93
+0.0493%
★Best Day
+$9.29
Sep 30
◎Open Interest
⚡Funding APR
+17.99%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
4.3d
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.