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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 ~2.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+41.20%
3d Period Avg+19.84%
swing±31.19%
LONG BloFin · now
+16.85%
3d avg:+30.95%
SHORT Toobit · nowFOLKS-SWAP-USDT
+58.06%
3d avg:+50.79%
Entry Spread Now
−0.080%
Eaten by executionL 2.4870 · S 2.4850−$8.04 if it converges
24h range −0.95%…+1.45% · median +0.04%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$7.70
−0.08%
$Avg Daily PnL
+$5.43
+0.0543%
★Best Day
+$8.71
Sep 29
◎Open Interest
⚡Funding APR
+19.83%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
4.4d
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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.