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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 ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+198.39%
30d Period Avg+84.46%
swing±129.96%
LONG Binance Futures · now
+10.96%
30d avg:+10.58%
SHORT Crypto.com · nowQTUMUSD-PERP
+209.34%
30d avg:+95.04%
Entry Spread Now
−0.010%
NeutralL 1.0033 · S 1.0032
24h range −0.62%…+0.67% · median +0.03%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$677.45
+6.77%
$Avg Daily PnL
+$23.25
+0.2325%
★Best Day
+$74.17
Sep 23
◎Open Interest
⚡Funding APR
+84.86%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
20.6h
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.