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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
+9.94%
3d Period Avg+11.25%
swing±0.60%
LONG QFEX · now
+1.02%
3d avg:−0.29%
SHORT TxFlow · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.103%
Eaten by executionL 1,605.99 · S 1,604.33−$10.34 if it converges
24h range −0.22%…+0.15% · median −0.02%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.100%SHORTmaker0.015%/taker0.045%
Loading Funding History…
↗Total PnL
−$19.76
−0.20%
$Avg Daily PnL
+$2.31
+0.0231%
★Best Day
+$3.11
Sep 24
◎Open Interest
⚡Funding APR
+8.43%
annualized · funding only
⚠Execution Cost
−$29.00
entry + exit fees
⏱Payback
12.6d
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 (−$29.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.