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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%
30d Period Avg−9.70%
swing±25.12%
LONG Binance Futures · now
+10.96%
30d avg:+10.15%
SHORT TxFlow · now
+10.96%
30d avg:+0.45%
Entry Spread Now
+0.080%
Eaten by executionL 0.03746 · S 0.03749+$8.01 if it converges
24h range −0.31%…+0.22% · median −0.02%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.015%/taker0.045%
Loading Funding History…
↗Total PnL
−$97.66
−0.98%
$Avg Daily PnL
−$2.62
−0.0262%
★Best Day
+$0.86
Sep 30
◎Open Interest
⚡Funding APR
−9.57%
annualized · funding only
⚠Execution Cost
−$19.00
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 (−$19.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.