← Back to Screener
updated 11:14:34 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~78d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1.08%
3d Period Avg−1.11%
LONG Bitunix · now
+9.87%
3d avg:−0.52%
SHORT Bybit · now
+10.96%
3d avg:−1.63%
Entry Spread Now
+0.068%
Eaten by executionL 0.2950 · S 0.2952+$6.78 if it converges
24h range −0.27%…+0.34% · median +0.07%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$23.91
−0.24%
$Avg Daily PnL
−$0.23
−0.0023%
★Best Day
+$3.80
Aug 14
◎Open Interest
⚡Funding APR
−0.83%
annualized · funding only
⚠Execution Cost
−$23.00
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 (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.