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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%
30d Period Avg−5.22%
swing±63.72%
LONG Binance Futures · now
+10.96%
30d avg:+9.65%
SHORT Crypto.com · nowREUSD-PERP
+79.31%
30d avg:+4.43%
Entry Spread Now
−0.031%
Eaten by executionL 0.4858 · S 0.4857−$3.11 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
−$66.38
−0.66%
$Avg Daily PnL
−$1.55
−0.0155%
★Best Day
+$17.08
Sep 26
◎Open Interest
⚡Funding APR
−5.64%
annualized · funding only
⚠Execution Cost
−$20.00
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.