← Back to Screener
updated 11:22:03 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+147.44%
7d Period Avg+142.50%
swing±28.13%
LONG TxFlow · now
−110.18%
7d avg:−112.72%
SHORT BloFin · now
+37.26%
7d avg:+29.78%
Entry Spread Now
+0.107%
Eaten by executionL 2.1443 · S 2.1466+$10.73 if it converges
24h range −0.37%…+0.50% · median +0.01%
Long pays every1hShort pays every4h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$237.48
+2.37%
$Avg Daily PnL
+$33.62
+0.3362%
★Best Day
+$43.34
Sep 12
◎Open Interest
TxFlow$255.6K
BloFin$528.8K⚡Funding APR
+122.70%
annualized · funding only
⚠Execution Cost
−$31.45
entry + exit fees
⏱Payback
22.6h
to break even
◧24h Volume
TxFlow$120.8KBloFin$93.3KLoading 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 (−$31.45 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.