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updated 5:03:30 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+24.11%
30d Period Avg+17.04%
LONG Toobit · nowLDO-SWAP-USDT
−0.01%
30d avg:+2.93%
SHORT BloFin · now
+24.11%
30d avg:+19.97%
Entry Spread Now
+0.033%
Eaten by executionL 0.3046 · S 0.3047+$3.28 if it converges
24h range −0.27%…+0.49% · median −0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$115.98
+1.16%
$Avg Daily PnL
+$4.52
+0.0452%
★Best Day
+$8.69
Jul 28
◎Open Interest
⚡Funding APR
+16.48%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
5.3d
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.