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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
+124.61%
3d Period Avg+107.11%
swing±63.72%
LONG Binance Futures · now
+10.96%
3d avg:+10.96%
SHORT Crypto.com · nowIOTXUSD-PERP
+135.57%
3d avg:+118.07%
Entry Spread Now
−0.028%
Eaten by executionL 0.003538 · S 0.003537−$2.83 if it converges
24h range −0.49%…+0.29% · median −0.16%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$65.68
+0.66%
$Avg Daily PnL
+$28.56
+0.2856%
★Best Day
+$36.75
Sep 29
◎Open Interest
⚡Funding APR
+104.24%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
16.8h
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.