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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 ~11d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+5.48%
3d Period Avg−129.64%
swing±199.33%
LONG SoDEX · now
+5.48%
3d avg:+136.66%
SHORT TxFlow · now
+10.96%
3d avg:+7.02%
Entry Spread Now
+0.031%
Eaten by executionL 196.3500 · S 196.4100+$3.06 if it converges
24h range −0.21%…+0.45% · median +0.00%
Long pays every1hShort pays every1h
LONGmaker0.012%/taker0.040%SHORTmaker0.015%/taker0.045%
Loading Funding History…
↗Total PnL
−$86.47
−0.86%
$Avg Daily PnL
−$23.16
−0.2316%
★Best Day
+$0.40
Sep 25
◎Open Interest
⚡Funding APR
−84.53%
annualized · funding only
⚠Execution Cost
−$17.00
entry + exit fees
⏱Payback
never
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 (−$17.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.