← Back to Screener
updated 10:35:18 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+57.88%
3d Period Avg+21.22%
LONG Bitunix · nowNATGASUSDT
−0.90%
3d avg:−3.91%
SHORT Extended · nowXNG-USD
+56.98%
3d avg:+17.31%
Entry Spread Now
−0.167%
Against youL 2.7430 · S 2.7384−$16.70 if it converges
24h range −0.36%…+0.02% · median −0.21%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$12.39
−0.12%
$Avg Daily PnL
+$4.31
+0.0431%
★Best Day
+$10.29
Aug 17
◎Open Interest
⚡Funding APR
+15.72%
annualized · funding only
⚠Execution Cost
−$29.61
entry + exit fees
⏱Payback
6.9d
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 (−$29.61 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.