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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 ~0.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+106.36%
3d Period Avg+5.66%
swing±14.62%
LONG Gate.io · now
−96.21%
3d avg:+4.99%
SHORT BloFin · now
+10.15%
3d avg:+10.65%
Entry Spread Now
+0.071%
Eaten by executionL 1.3990 · S 1.4000+$7.15 if it converges
24h range −0.36%…+3.58% · median +0.07%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$22.35
−0.22%
$Avg Daily PnL
+$1.55
+0.0155%
★Best Day
+$2.41
Oct 11
◎Open Interest
⚡Funding APR
+5.66%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
17.4d
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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.