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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
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+9.15%
swing±24.49%
LONG Bitget · now
+10.96%
3d avg:+16.58%
SHORT Binance Futures · now
+10.96%
3d avg:+25.73%
Entry Spread Now
+1.074%
In your favorL 0.01797 · S 0.01816+$107.40 if it converges
24h range −0.31%…+0.72% · median −0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$14.48
−0.14%
$Avg Daily PnL
+$2.51
+0.0251%
★Best Day
+$4.58
Oct 6
◎Open Interest
⚡Funding APR
+9.14%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
8.8d
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.