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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
+6.43%
3d Period Avg−1.80%
swing±4.75%
LONG Bybit · now
+0.00%
3d avg:+0.00%
SHORT Bitunix · now
+6.43%
3d avg:−1.80%
Entry Spread Now
−0.073%
Eaten by executionL 13.7900 · S 13.7800−$7.25 if it converges
24h range −0.32%…+1.01% · median +0.18%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$24.48
−0.24%
$Avg Daily PnL
−$0.49
−0.0049%
★Best Day
−$0.02
Oct 1
◎Open Interest
⚡Funding APR
−1.80%
annualized · funding only
⚠Execution Cost
−$23.00
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 (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.