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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
+18.66%
3d Period Avg+17.01%
swing±13.85%
LONG Variational · now
−7.70%
3d avg:−9.24%
SHORT MEXC · now
+10.96%
3d avg:+7.77%
Entry Spread Now
−0.394%
Against youL 0.3806 · S 0.3791−$39.41 if it converges
24h range −0.86%…+0.76% · median +0.13%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
+$9.97
+0.10%
$Avg Daily PnL
+$4.66
+0.0466%
★Best Day
+$6.97
Sep 30
◎Open Interest
⚡Funding APR
+17.00%
annualized · funding only
⚠Execution Cost
−$4.00
entry + exit fees
⏱Payback
20.6h
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 (−$4.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.