← Back to Screener
updated 2:57:57 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.14%
3d Period Avg+8.90%
swing±83.38%
LONG trade[XYZ] · nowxyz:CXMT
−21.14%
3d avg:−10.58%
SHORT Aster · now
+0.00%
3d avg:−1.68%
Entry Spread Now
+0.606%
In your favorL 7.9091 · S 7.9570+$60.57 if it converges
24h range −0.26%…+1.21% · median +0.23%
Long pays every1hShort pays every8h
LONGmaker0.030%/taker0.090%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$17.25
−0.17%
$Avg Daily PnL
+$5.18
+0.0518%
★Best Day
+$13.66
Sep 14
◎Open Interest
⚡Funding APR
+18.93%
annualized · funding only
⚠Execution Cost
−$37.99
entry + exit fees
⏱Payback
7.3d
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 (−$37.99 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.