← Back to Screener
updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+226.60%
30d Period Avg+110.52%
swing±117.08%
LONG TxFlow · now
+10.96%
30d avg:−77.56%
SHORT Coinbase International · nowMORPHO-PERP
+237.56%
30d avg:+32.96%
Entry Spread Now
+0.134%
In your favorL 2.6842 · S 2.6878+$13.41 if it converges
24h range −0.70%…+7.16% · median +0.43%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.040%
Loading Funding History…
↗Total PnL
+$856.20
+8.56%
$Avg Daily PnL
+$29.37
+0.2937%
★Best Day
+$70.75
Sep 27
◎Open Interest
TxFlow$161.7K
Coinbase International$37.2K⚡Funding APR
+107.19%
annualized · funding only
⚠Execution Cost
−$24.83
entry + exit fees
⏱Payback
20.4h
to break even
◧24h Volume
TxFlow$138.4KCoinbase International$563Loading 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 (−$24.83 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.