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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 ~0.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+481.91%
3d Period Avg+357.61%
swing±80.00%
LONG Crypto.com · nowCKBUSD-PERP
−470.95%
3d avg:−346.65%
SHORT Binance Futures · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.068%
Eaten by executionL 0.001340 · S 0.001339−$6.79 if it converges
24h range −0.16%…+0.36% · median +0.13%
Long pays every1hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$287.40
+2.87%
$Avg Daily PnL
+$102.47
+1.0247%
★Best Day
+$99.68
Sep 30
◎Open Interest
⚡Funding APR
+374.01%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
4.8h
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.