← Back to Screener
updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1694.85%
3d Period Avg+123.43%
swing±251.02%
LONG BloFin · now
+10.14%
3d avg:+12.97%
SHORT Coinbase International · nowOPN-PERP
+1704.99%
3d avg:+136.40%
Entry Spread Now
+3.518%
In your favorL 0.05739 · S 0.05941+$351.80 if it converges
24h range +2.69%…+5.40% · median +4.78%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.040%
Sparse settlements: long 100%, short 8% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$17.85
−0.18%
$Avg Daily PnL
+$0.72
+0.0072%
★Best Day
+$9.99
Sep 28
◎Open Interest
BloFin$205.2K
Coinbase International$12.9K⚡Funding APR
+2.62%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
27.9d
to break even
◧24h Volume
BloFin$13.5KCoinbase International$1.2KLoading 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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.