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updated 4:02:42 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+32.38%
3d Period Avg+12.46%
LONG BloFin · now
+1.61%
3d avg:+0.50%
SHORT trade[XYZ] · nowxyz:RKLB
+33.98%
3d avg:+12.96%
Entry Spread Now
−0.079%
Eaten by executionL 81.3900 · S 81.3260−$7.86 if it converges
24h range −0.28%…+0.06% · median −0.09%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
−$19.52
−0.20%
$Avg Daily PnL
+$2.62
+0.0262%
★Best Day
+$4.76
Aug 16
◎Open Interest
⚡Funding APR
+9.56%
annualized · funding only
⚠Execution Cost
−$30.00
entry + exit fees
⏱Payback
11.4d
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 (−$30.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.