β Back to Screener
updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β3.20%
3d Period Avgβ3.81%
swingΒ±44.47%
LONG Pacifica Β· now
+10.96%
3d avg:+33.02%
SHORT RiseX Β· nowLIT-PERP
+7.76%
3d avg:+29.21%
Entry Spread Now
β0.142%
Against youL ask 3.6676 Β· S bid 3.6624β$14.18 at entry
24h range β0.56%β¦+0.65% Β· median β0.16%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.040%SHORTmaker0.010%/taker0.030%
Loading Funding Historyβ¦
βTotal PnL
β$33.81
β0.34%
$Avg Daily PnL
β$0.92
β0.0092%
β
Best Day
+$1.34
Oct 9
βOpen Interest
β‘Funding APR
β3.37%
annualized Β· funding only
β Execution Cost
β$31.04
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Loading Cumulative PnLβ¦
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (β$31.04 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.