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updated 11:59:51 AMFunding Arbitrage Backtester
Size$
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
+0.00%
3d Period Avg−23.43%
LONG Binance Futures · now
+10.96%
3d avg:+7.32%
SHORT Variational · now
+10.96%
3d avg:−16.11%
Entry Spread Now
−0.070%
Against youL 0.04260 · S 0.04256−$7.04 if it converges
24h range −0.35%…+0.08% · median −0.08%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$29.97
−0.30%
$Avg Daily PnL
−$4.99
−0.0499%
★Best Day
−$1.38
Aug 15
◎Open Interest
⚡Funding APR
−18.22%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
never
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 (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.