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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 ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+94.09%
3d Period Avg−17.15%
swing±239.35%
LONG Binance Futures · now
+10.96%
3d avg:+10.96%
SHORT Crypto.com · nowCHRUSD-PERP
+105.05%
3d avg:−6.19%
Entry Spread Now
+0.265%
In your favorL 0.02228 · S 0.02234+$26.47 if it converges
24h range −0.43%…+0.40% · median +0.16%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$35.86
−0.36%
$Avg Daily PnL
−$5.29
−0.0529%
★Best Day
+$57.34
Sep 30
◎Open Interest
⚡Funding APR
−19.30%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
never
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.