← Back to Screener
updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+52.85%
30d Period Avg+0.87%
swing±27.38%
LONG Binance Futures · now
+10.96%
30d avg:+20.32%
SHORT OKX · nowCOAI-USDT-SWAP
+63.80%
30d avg:+21.19%
Entry Spread Now
+0.031%
Eaten by executionL 0.3214 · S 0.3215+$3.14 if it converges
24h range −0.27%…+0.73% · median +0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$62.05
−0.62%
$Avg Daily PnL
+$0.49
+0.0049%
★Best Day
+$17.74
Sep 29
◎Open Interest
Binance Futures$3.45M
OKX$1.22M⚡Funding APR
+1.78%
annualized · funding only
⚠Execution Cost
−$76.65
entry + exit fees
⏱Payback
5.3mo
to break even
◧24h Volume
Binance Futures$2.16MOKX$638.4KLoading 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 (−$76.65 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.