← Back to Screener
updated 4:33:51 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~14d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+6.25%
3d Period Avg+0.84%
LONG CoinW · now
+6.23%
3d avg:+5.47%
SHORT BloFin · now
+12.49%
3d avg:+6.31%
Entry Spread Now
−0.253%
Against youL 0.03945 · S 0.03935−$25.35 if it converges
24h range −0.33%…+0.10% · median −0.09%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$22.14
−0.22%
$Avg Daily PnL
+$0.46
+0.0046%
★Best Day
+$1.09
Aug 15
◎Open Interest
CoinW—
BloFin$120.5K⚡Funding APR
+1.69%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
1.7mo
to break even
◧24h Volume
CoinW—BloFin$20.3KLoading 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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.