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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 ~3.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.79%
7d Period Avg+0.41%
swing±3.89%
LONG Lighter Robinhood · nowORCL-USDG
−22.79%
7d avg:+3.84%
SHORT QFEX · now
+0.00%
7d avg:+4.25%
Entry Spread Now
+0.255%
In your favorL 136.9200 · S 137.2685+$25.46 if it converges
24h range −0.17%…+0.29% · median +0.05%
Long pays every1hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.050%/taker0.100%
Loading Funding History…
↗Total PnL
−$19.20
−0.19%
$Avg Daily PnL
+$0.11
+0.0011%
★Best Day
+$0.82
Sep 25
◎Open Interest
⚡Funding APR
+0.42%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
5.8mo
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.