← Back to Screener
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
+115.57%
3d Period Avg+45.05%
swing±26.45%
LONG Polymarket · now
−59.19%
3d avg:+1.05%
SHORT Reya · nowLINKRUSDPERP
+56.38%
3d avg:+46.10%
Entry Spread Now
+0.051%
Eaten by executionL 12.2460 · S 12.2523+$5.11 if it converges
24h range −0.19%…+0.52% · median +0.01%
Long pays every1hShort pays every1h
LONGmaker0.013%/taker0.040%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
+$23.60
+0.24%
$Avg Daily PnL
+$9.40
+0.0940%
★Best Day
+$18.57
Sep 23
◎Open Interest
⚡Funding APR
+34.31%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
1.5d
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 (−$14.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.