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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 ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+111.29%
30d Period Avg+22.31%
swing±92.78%
LONG TxFlow · now
−25.27%
30d avg:−45.50%
SHORT Crypto.com · nowIMXUSD-PERP
+86.02%
30d avg:−23.19%
Entry Spread Now
−0.052%
Eaten by executionL 0.1735 · S 0.1734−$5.19 if it converges
24h range −0.57%…+0.85% · median +0.21%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$164.24
+1.64%
$Avg Daily PnL
+$6.11
+0.0611%
★Best Day
+$47.41
Sep 30
◎Open Interest
⚡Funding APR
+22.29%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
3.1d
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.