← Back to Screener
updated 8:02:01 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~16d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+6.51%
3d Period Avg−11.56%
LONG Ondo · nowQQQ-USD.P
+5.52%
3d avg:−1.64%
SHORT BloFin · now
+12.03%
3d avg:−13.20%
Entry Spread Now
+0.160%
In your favorL ask 729.7600 · S bid 730.9300+$16.03 at entry
24h range +0.13%…+0.40% · median +0.31%
Long pays every1hShort pays every8h
LONGmaker0.015%/taker0.035%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$39.23
−0.39%
$Avg Daily PnL
−$2.45
−0.0245%
★Best Day
+$1.87
Aug 17
◎Open Interest
Ondo$2.60M
BloFin$963.6K⚡Funding APR
−8.96%
annualized · funding only
⚠Execution Cost
−$29.42
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Ondo$874.8KBloFin$222.3KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$29.42 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.