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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 ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+179.08%
30d Period Avg+17.48%
swing±121.65%
LONG BloFin · now
+1.59%
30d avg:+14.64%
SHORT Aftermath · now
+180.67%
30d avg:+32.12%
Entry Spread Now
−1.442%
Against youL 3.3840 · S 3.3352−$144.21 if it converges
24h range −0.46%…+1.09% · median +0.40%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker-0.005%/taker0.045%
Limited funding history — chart clipped to available data
- BloFin (Long): data starts Sep 22, 2026 (9d available out of 30d requested)
- Aftermath (Short): data starts Sep 14, 2026 (16d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 29%, short 54% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$197.23
+1.97%
$Avg Daily PnL
+$12.12
+0.1212%
★Best Day
+$67.89
Sep 20
◎Open Interest
⚡Funding APR
+44.25%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
1.7d
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 (−$21.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.