← Back to Screener
updated 5:06:05 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+27.86%
30d Period Avg+26.63%
LONG WOOFi Pro · nowPERP_INJ_USDC
−12.74%
30d avg:−19.37%
SHORT BingX · now
+15.12%
30d avg:+7.26%
Entry Spread Now
+0.120%
Eaten by executionL 4.1570 · S 4.1620+$12.03 if it converges
24h range −1.47%…+0.32% · median +0.05%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.030%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$178.66
+1.79%
$Avg Daily PnL
+$7.05
+0.0705%
★Best Day
+$12.77
Aug 15
◎Open Interest
⚡Funding APR
+25.75%
annualized · funding only
⚠Execution Cost
−$40.03
entry + exit fees
⏱Payback
5.7d
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 (−$40.03 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.