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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 ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+147.64%
3d Period Avg+348.59%
swing±100.31%
LONG Toobit · nowONE-SWAP-USDT
−136.68%
3d avg:−334.97%
SHORT OKX · nowONE-USDT-SWAP
+10.96%
3d avg:+13.62%
Entry Spread Now
−7.324%
Against youL 0.002239 · S 0.002075−$732.37 if it converges
24h range −8.93%…−6.15% · median −7.48%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Sparse settlements: long 49%, short 83% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$81.21
+0.81%
$Avg Daily PnL
+$34.40
+0.3440%
★Best Day
+$79.65
Sep 30
◎Open Interest
⚡Funding APR
+125.57%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
15.4h
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.