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updated 2:38:33 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+20.00%
30d Period Avg+11.20%
LONG Binance Futures · now
+10.96%
30d avg:+16.02%
SHORT Toobit · nowELSA-SWAP-USDT
+30.96%
30d avg:+27.22%
Entry Spread Now
+0.047%
Eaten by executionL 0.04241 · S 0.04243+$4.72 if it converges
24h range −0.44%…+0.29% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$65.89
+0.66%
$Avg Daily PnL
+$2.84
+0.0284%
★Best Day
+$10.40
Aug 12
◎Open Interest
⚡Funding APR
+10.35%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
7.8d
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.