← Back to Screener
updated 1:04:34 PMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+38.55%
1d Period Avg+24.08%
LONG Extended · now
−2.63%
1d avg:+10.72%
SHORT Reya · nowNEARRUSDPERP
+35.92%
1d avg:+34.80%
Entry Spread Now
+0.046%
Eaten by executionL 1.9803 · S 1.9812+$4.56 if it converges
24h range −0.28%…+0.58% · median +0.02%
Long pays every1hShort pays every1h
LONGmaker0%/taker0.025%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
−$9.52
−0.10%
$Avg Daily PnL
+$3.15
+0.0315%
★Best Day
+$3.72
Jul 21
◎Open Interest
⚡Funding APR
+11.49%
annualized · funding only
⚠Execution Cost
−$15.81
entry + exit fees
⏱Payback
5.0d
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 (−$15.81 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.