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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+112.08%
swing±183.79%
LONG Binance Futures · now
+260.67%
3d avg:+73.10%
SHORT Toobit · nowLYN-SWAP-USDT
+260.67%
3d avg:+185.18%
Entry Spread Now
+0.024%
Eaten by executionL 0.04135 · S 0.04136+$2.42 if it converges
24h range −0.63%…+0.82% · median +0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$57.92
+0.58%
$Avg Daily PnL
+$26.64
+0.2664%
★Best Day
+$50.10
Sep 27
◎Open Interest
⚡Funding APR
+97.23%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
19.9h
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.