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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
+100.47%
30d Period Avg+26.42%
swing±41.06%
LONG BloFin · now
+5.29%
30d avg:+33.95%
SHORT Toobit · nowH-SWAP-USDT
+105.76%
30d avg:+60.37%
Entry Spread Now
+0.000%
NeutralL 0.07026 · S 0.07026
24h range −0.57%…+0.70% · median +0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$192.95
+1.93%
$Avg Daily PnL
+$7.23
+0.0723%
★Best Day
+$23.62
Sep 25
◎Open Interest
⚡Funding APR
+26.40%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
3.3d
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.