← Back to Screener
updated 1:20:54 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+36.75%
30d Period Avg+15.07%
LONG Bitunix · now
−7.45%
30d avg:−2.25%
SHORT trade[XYZ] · nowxyz:HOOD
+29.30%
30d avg:+12.82%
Entry Spread Now
−0.066%
Eaten by executionL 95.9700 · S 95.9070−$6.56 if it converges
24h range −0.18%…−0.04% · median −0.12%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
+$87.81
+0.88%
$Avg Daily PnL
+$3.96
+0.0396%
★Best Day
+$8.40
Jul 29
◎Open Interest
⚡Funding APR
+14.47%
annualized · funding only
⚠Execution Cost
−$35.05
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 (−$35.05 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.