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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
+110.91%
30d Period Avg+14.76%
swing±41.00%
LONG Bybit · now
+10.96%
30d avg:+20.85%
SHORT Toobit · nowCLANKER-SWAP-USDT
+121.86%
30d avg:+35.61%
Entry Spread Now
−0.035%
Eaten by executionL 14.2050 · S 14.2000−$3.52 if it converges
24h range −0.28%…+0.73% · median +0.14%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$98.27
+0.98%
$Avg Daily PnL
+$4.04
+0.0404%
★Best Day
+$17.01
Sep 30
◎Open Interest
⚡Funding APR
+14.75%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
5.7d
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 (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.