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updated 12:35:15 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+25.80%
3d Period Avg+57.44%
LONG Aster · now
−24.80%
3d avg:−112.96%
SHORT Toobit · nowMMT-SWAP-USDT
+1.00%
3d avg:−55.52%
Entry Spread Now
−0.293%
Against youL 0.1809 · S 0.1804−$29.27 if it converges
24h range −0.53%…+0.58% · median −0.11%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.040%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$16.49
+0.16%
$Avg Daily PnL
+$9.12
+0.0912%
★Best Day
+$15.55
Aug 15
◎Open Interest
⚡Funding APR
+33.30%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
2.2d
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.