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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−5.43%
3d Period Avg+25.00%
swing±6.42%
LONG Binance Futures · now
+10.96%
3d avg:+10.38%
SHORT BloFin · now
+5.52%
3d avg:+35.38%
Entry Spread Now
−0.185%
Against youL 0.01838 · S 0.01835−$18.55 if it converges
24h range −1.88%…+0.88% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$1.47
−0.01%
$Avg Daily PnL
+$6.84
+0.0684%
★Best Day
+$7.20
Sep 29
◎Open Interest
⚡Funding APR
+24.98%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
3.2d
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.