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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 ~1.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+68.85%
3d Period Avg+25.71%
swing±20.22%
LONG TxFlow · now
−50.16%
3d avg:−7.39%
SHORT Toobit · nowDASH-SWAP-USDT
+18.69%
3d avg:+18.32%
Entry Spread Now
+0.155%
In your favorL 58.0600 · S 58.1500+$15.50 if it converges
24h range −0.75%…+1.13% · median +0.07%
Long pays every1hShort pays every8h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$3.23
+0.03%
$Avg Daily PnL
+$8.08
+0.0808%
★Best Day
+$9.62
Oct 1
◎Open Interest
⚡Funding APR
+29.48%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
2.6d
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.