← Back to Screener
updated 2:08:42 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+7.49%
LONG Toobit · nowLTC-SWAP-USDT
+10.96%
3d avg:+3.43%
SHORT KuCoin · nowLTCUSDTM
+10.96%
3d avg:+10.92%
Entry Spread Now
−0.022%
Against youL ask 45.0200 · S bid 45.0100−$2.22 at entry
24h range −0.07%…+0.11% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$33.14
−0.33%
$Avg Daily PnL
+$1.54
+0.0154%
★Best Day
+$2.50
Aug 17
◎Open Interest
⚡Funding APR
+5.61%
annualized · funding only
⚠Execution Cost
−$39.29
entry + exit fees
⏱Payback
25.6d
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 + live L2 orderbook slippage on both legs (−$39.29 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.