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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+106.74%
3d Period Avg+20.68%
swing±109.48%
LONG Crypto.com · nowMELANIAUSD-PERP
−95.79%
3d avg:−3.78%
SHORT Binance Futures · now
+10.96%
3d avg:+16.90%
Entry Spread Now
+0.044%
Eaten by executionL 0.09068 · S 0.09072+$4.41 if it converges
24h range −0.45%…+0.44% · median +0.10%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$3.02
−0.03%
$Avg Daily PnL
+$5.66
+0.0566%
★Best Day
+$14.62
Oct 7
◎Open Interest
⚡Funding APR
+20.66%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
3.5d
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.