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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 ~2.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+33.31%
30d Period Avg+1.08%
swing±49.75%
LONG Gate.io · now
−22.35%
30d avg:+8.09%
SHORT Binance Futures · now
+10.96%
30d avg:+9.17%
Entry Spread Now
−0.109%
Eaten by executionL 0.08294 · S 0.08285−$10.85 if it converges
24h range −0.30%…+0.18% · median −0.05%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$17.41
−0.17%
$Avg Daily PnL
+$0.25
+0.0025%
★Best Day
+$13.10
Sep 30
◎Open Interest
⚡Funding APR
+0.92%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
3.3mo
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 (−$25.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.