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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 ~6.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+13.46%
3d Period Avg+8.49%
swing±7.11%
LONG Binance Futures · now
+10.96%
3d avg:+10.96%
SHORT Toobit · nowDASH-SWAP-USDT
+24.42%
3d avg:+19.45%
Entry Spread Now
+0.098%
Eaten by executionL 68.1033 · S 68.1700+$9.79 if it converges
24h range −0.57%…+0.67% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$16.50
−0.16%
$Avg Daily PnL
+$2.32
+0.0232%
★Best Day
+$3.14
Sep 27
◎Open Interest
⚡Funding APR
+8.48%
annualized · funding only
⚠Execution Cost
−$23.47
entry + exit fees
⏱Payback
10.1d
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 (−$23.47 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.