← 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 ~2.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+12.70%
3d Period Avg+16.20%
swing±5.89%
LONG Variational · now
−1.75%
3d avg:−6.63%
SHORT Pionex · nowLTC_USDT_PERP
+10.96%
3d avg:+9.57%
Entry Spread Now
−0.135%
Against youL 70.5458 · S 70.4505−$13.51 if it converges
24h range −0.29%…+0.36% · median +0.01%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$3.30
+0.03%
$Avg Daily PnL
+$4.43
+0.0443%
★Best Day
+$4.93
Sep 26
◎Open Interest
⚡Funding APR
+16.19%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
2.3d
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 (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.