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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β6.64%
7d Period Avg+72.22%
swingΒ±117.31%
LONG MEXC Β· now
β16.87%
7d avg:β104.22%
SHORT Toobit Β· nowCTSI-SWAP-USDT
β23.51%
7d avg:β32.00%
Entry Spread Now
β0.116%
Against youL 0.03454 Β· S 0.03450β$11.58 if it converges
24h range β0.37%β¦+1.44% Β· median +0.03%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.020%SHORTmaker0.020%/taker0.060%
Loading Funding Historyβ¦
βTotal PnL
+$132.63
+1.33%
$Avg Daily PnL
+$21.23
+0.2123%
β
Best Day
+$63.58
Oct 5
βOpen Interest
β‘Funding APR
+77.50%
annualized Β· funding only
β Execution Cost
β$16.00
entry + exit fees
β±Payback
18.0h
to break even
β§24h Volume
Loading Cumulative PnLβ¦
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 (β$16.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.