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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 ~2.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+38.35%
30d Period Avg+31.95%
swing±73.17%
LONG TxFlow · now
−14.61%
30d avg:−4.87%
SHORT Toobit · nowDASH-SWAP-USDT
+23.74%
30d avg:+27.08%
Entry Spread Now
+0.290%
In your favorL 58.5300 · S 58.7000+$29.04 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
+$251.13
+2.51%
$Avg Daily PnL
+$9.07
+0.0907%
★Best Day
+$69.51
Sep 10
◎Open Interest
⚡Funding APR
+33.11%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
2.3d
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.