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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 ~13d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+6.26%
3d Period Avg−0.49%
swing±3.31%
LONG Binance Futures · now
+10.96%
3d avg:+10.96%
SHORT BloFin · now
+17.22%
3d avg:+10.47%
Entry Spread Now
+0.139%
In your favorL 0.03382 · S 0.03387+$13.87 if it converges
24h range −1.54%…+2.06% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$22.40
−0.22%
$Avg Daily PnL
−$0.13
−0.0013%
★Best Day
+$0.11
Oct 1
◎Open Interest
⚡Funding APR
−0.49%
annualized · funding only
⚠Execution Cost
−$22.00
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.