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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 ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+109.67%
3d Period Avg−0.64%
swing±90.84%
LONG Bybit · now
+0.00%
3d avg:+45.36%
SHORT Aftermath · now
+109.67%
3d avg:+44.72%
Entry Spread Now
−1.732%
Against youL 3.3940 · S 3.3352−$173.25 if it converges
24h range −0.77%…+3.84% · median +0.43%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$21.88
−0.22%
$Avg Daily PnL
−$0.63
−0.0063%
★Best Day
+$8.27
Oct 1
◎Open Interest
⚡Funding APR
−2.28%
annualized · funding only
⚠Execution Cost
−$20.00
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.