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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 ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+197.09%
3d Period Avg+101.74%
swing±103.82%
LONG Binance Futures · now
+10.96%
3d avg:+15.44%
SHORT Crypto.com · nowKATUSD-PERP
+208.04%
3d avg:+117.18%
Entry Spread Now
−0.289%
Against youL 0.005019 · S 0.005005−$28.89 if it converges
24h range −0.44%…+0.14% · median −0.14%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$63.74
+0.64%
$Avg Daily PnL
+$27.91
+0.2791%
★Best Day
+$37.84
Sep 30
◎Open Interest
⚡Funding APR
+101.88%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
17.3h
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.