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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 ~1.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+68.35%
3d Period Avg+16.20%
swing±62.10%
LONG Binance Futures · now
+10.96%
3d avg:+10.52%
SHORT Crypto.com · nowREUSD-PERP
+79.31%
3d avg:+26.72%
Entry Spread Now
−0.047%
Eaten by executionL 0.4886 · S 0.4884−$4.68 if it converges
24h range −0.47%…+0.43% · median +0.01%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$6.70
−0.07%
$Avg Daily PnL
+$4.43
+0.0443%
★Best Day
+$11.95
Sep 30
◎Open Interest
⚡Funding APR
+16.19%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
4.5d
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.