← 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 ~4.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+12.46%
7d Period Avg+18.84%
swing±10.70%
LONG Variational · now
−2.51%
7d avg:−8.97%
SHORT Binance Futures · now
+9.95%
7d avg:+9.87%
Entry Spread Now
+0.042%
Eaten by executionL 70.8947 · S 70.9245+$4.21 if it converges
24h range −0.28%…+0.30% · median +0.02%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$22.30
+0.22%
$Avg Daily PnL
+$5.16
+0.0516%
★Best Day
+$7.14
Sep 23
◎Open Interest
Variational$4.99M
Binance Futures$117.65M⚡Funding APR
+18.83%
annualized · funding only
⚠Execution Cost
−$13.81
entry + exit fees
⏱Payback
2.7d
to break even
◧24h Volume
Variational$1.49MBinance Futures$126.31MLoading 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 (−$13.81 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.