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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 ~1.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+62.35%
3d Period Avg+18.01%
swing±22.58%
LONG Gate.io · now
−51.39%
3d avg:−7.05%
SHORT Binance Futures · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.089%
Eaten by executionL 0.05200 · S 0.05195−$8.88 if it converges
24h range −0.15%…+0.79% · median +0.07%
Long pays every8hShort pays every8h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$10.21
−0.10%
$Avg Daily PnL
+$4.93
+0.0493%
★Best Day
+$7.88
Sep 30
◎Open Interest
⚡Funding APR
+17.99%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
5.1d
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 (−$25.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.