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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 ~4.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+17.79%
3d Period Avg+10.92%
swing±9.79%
LONG OKX · nowDASH-USDT-SWAP
−6.65%
3d avg:+6.15%
SHORT BloFin · now
+11.14%
3d avg:+17.07%
Entry Spread Now
−0.292%
Against youL 58.3000 · S 58.1300−$29.16 if it converges
24h range −0.90%…+0.58% · median −0.02%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$13.68
−0.14%
$Avg Daily PnL
+$2.77
+0.0277%
★Best Day
+$4.39
Sep 29
◎Open Interest
⚡Funding APR
+10.12%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
7.9d
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.