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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 ~1.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.30%
30d Period Avg+13.66%
swing±20.18%
LONG Variational · now
+10.96%
30d avg:+3.35%
SHORT BloFin · now
+37.26%
30d avg:+17.01%
Entry Spread Now
−0.029%
Eaten by executionL 0.05185 · S 0.05183−$2.89 if it converges
24h range −0.41%…+0.70% · median +0.21%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$100.18
+1.00%
$Avg Daily PnL
+$3.74
+0.0374%
★Best Day
+$9.97
Sep 30
◎Open Interest
⚡Funding APR
+13.65%
annualized · funding only
⚠Execution Cost
−$12.00
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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.