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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 ~16d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+4.95%
30d Period Avg+0.08%
swing±17.68%
LONG Binance Futures · now
+10.96%
30d avg:+3.68%
SHORT BloFin · now
+15.91%
30d avg:+3.76%
Entry Spread Now
−0.030%
Eaten by executionL 0.1655 · S 0.1655−$3.00 if it converges
24h range −0.36%…+0.78% · median −0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$16.43
−0.16%
$Avg Daily PnL
+$0.19
+0.0019%
★Best Day
+$4.80
Sep 1
◎Open Interest
⚡Funding APR
+0.68%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
3.9mo
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.