← 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 ~0.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+16.85%
7d Period Avg+15.40%
swing±13.01%
LONG Variational · now
−5.89%
7d avg:−6.36%
SHORT MEXC · now
+10.96%
7d avg:+9.04%
Entry Spread Now
+0.287%
In your favorL 0.3829 · S 0.3840+$28.73 if it converges
24h range −0.86%…+0.92% · median +0.13%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
+$25.51
+0.26%
$Avg Daily PnL
+$4.22
+0.0422%
★Best Day
+$6.97
Sep 30
◎Open Interest
⚡Funding APR
+15.39%
annualized · funding only
⚠Execution Cost
−$4.00
entry + exit fees
⏱Payback
22.8h
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 (−$4.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.