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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 ~1.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+73.42%
30d Period Avg−13.46%
swing±37.00%
LONG Binance Futures · now
+10.96%
30d avg:+36.64%
SHORT Gate.io · now
+84.37%
30d avg:+23.18%
Entry Spread Now
−0.119%
Eaten by executionL 0.2052 · S 0.2050−$11.93 if it converges
24h range −0.56%…+0.73% · median +0.07%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$129.75
−1.30%
$Avg Daily PnL
−$3.49
−0.0349%
★Best Day
+$26.47
Sep 30
◎Open Interest
⚡Funding APR
−12.74%
annualized · funding only
⚠Execution Cost
−$25.00
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 (−$25.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.