← 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 ~24d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.01%
3d Period Avg+9.05%
swing±24.23%
LONG OKX · nowLPT-USDT-SWAP
−12.10%
3d avg:−8.15%
SHORT Binance Futures · now
−9.09%
3d avg:+0.90%
Entry Spread Now
+0.000%
NeutralL 1.6490 · S 1.6490
24h range −0.44%…+1.45% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$12.57
−0.13%
$Avg Daily PnL
+$2.48
+0.0248%
★Best Day
+$6.37
Oct 18
◎Open Interest
⚡Funding APR
+9.04%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
8.1d
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.