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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−6.28%
3d Period Avg−3.36%
swing±6.90%
LONG Binance Futures · now
+10.96%
3d avg:+59.33%
SHORT BloFin · now
+4.68%
3d avg:+55.97%
Entry Spread Now
−0.028%
Eaten by executionL 0.6596 · S 0.6594−$2.82 if it converges
24h range −0.52%…+0.52% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$51.40
−0.51%
$Avg Daily PnL
−$0.47
−0.0047%
★Best Day
−$0.15
Sep 27
◎Open Interest
⚡Funding APR
−1.70%
annualized · funding only
⚠Execution Cost
−$50.00
entry + exit fees
⏱Payback
never
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 (−$50.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.