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updated 4:01:29 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+52.82%
30d Period Avg+16.34%
LONG Bitunix · now
−3.76%
30d avg:−7.14%
SHORT BitMart · now
+49.06%
30d avg:+9.20%
Entry Spread Now
−0.057%
Eaten by executionL 357.5000 · S 357.2945−$5.75 if it converges
24h range −0.26%…+0.37% · median −0.04%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Sparse settlements: long 99%, short 17% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$16.88
+0.17%
$Avg Daily PnL
+$1.36
+0.0136%
★Best Day
+$12.49
Aug 5
◎Open Interest
⚡Funding APR
+4.97%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
17.6d
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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.