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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 ~0.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+321.74%
30d Period Avg−25.73%
swing±129.24%
LONG Gate.io · now
+0.00%
30d avg:+0.00%
SHORT Toobit · nowCSOPSAMSUNG2L-SWAP-USDT
+321.74%
30d avg:−25.73%
Entry Spread Now
−0.068%
Eaten by executionL 10.2670 · S 10.2600−$6.82 if it converges
24h range −0.48%…+0.48% · median +0.03%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$230.19
−2.30%
$Avg Daily PnL
−$6.77
−0.0677%
★Best Day
+$21.94
Oct 1
◎Open Interest
⚡Funding APR
−24.72%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
never
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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.