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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 ~3.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+14.90%
3d Period Avg+13.97%
swing±7.29%
LONG Binance Futures · now
+10.96%
3d avg:+10.96%
SHORT MEXC · now
+25.86%
3d avg:+24.93%
Entry Spread Now
−0.162%
Against youL 0.04940 · S 0.04932−$16.19 if it converges
24h range −2.00%…+1.35% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
−$2.60
−0.03%
$Avg Daily PnL
+$3.80
+0.0380%
★Best Day
+$4.45
Oct 9
◎Open Interest
⚡Funding APR
+13.87%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
3.7d
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 (−$14.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.