← Back to Screener
updated 7:54:06 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+35.63%
3d Period Avg+38.98%
LONG Reya · nowLTCRUSDPERP
−1.92%
3d avg:−10.41%
SHORT BloFin · now
+33.71%
3d avg:+28.57%
Entry Spread Now
−0.000%
NeutralL 47.1101 · S 47.1100
24h range −0.22%…+0.32% · median +0.07%
Long pays every1hShort pays every8h
LONGmaker0.010%/taker0.030%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$11.34
+0.11%
$Avg Daily PnL
+$8.00
+0.0800%
★Best Day
+$11.46
Jul 20
◎Open Interest
⚡Funding APR
+29.19%
annualized · funding only
⚠Execution Cost
−$20.65
entry + exit fees
⏱Payback
2.6d
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 + fees only (orderbook snapshot stale) on both legs (−$20.65 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.