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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 ~3.1d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+96.40%
3d Period Avg+27.90%
swing±49.58%
LONG TxFlow · now
−96.40%
3d avg:−4.54%
SHORT Perpl · now
+0.00%
3d avg:+23.36%
Entry Spread Now
+0.211%
Eaten by executionL 0.02370 · S 0.02375+$21.10 if it converges
24h range −0.30%…+1.14% · median +0.22%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.050%/taker0.088%
Loading Funding History…
↗Total PnL
−$58.74
−0.59%
$Avg Daily PnL
+$5.94
+0.0594%
★Best Day
+$16.87
Sep 23
◎Open Interest
⚡Funding APR
+21.68%
annualized · funding only
⚠Execution Cost
−$82.50
entry + exit fees
⏱Payback
13.9d
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 (−$82.50 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.