← Back to Screener
updated 2:59:50 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.55%
3d Period Avg−4.83%
LONG Bybit · now
−48.23%
3d avg:+5.77%
SHORT BloFin · now
−36.68%
3d avg:+0.94%
Entry Spread Now
+0.022%
Eaten by executionL 0.4500 · S 0.4501+$2.22 if it converges
24h range −0.31%…+0.36% · median −0.04%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$26.97
−0.27%
$Avg Daily PnL
−$0.99
−0.0099%
★Best Day
−$0.32
Jul 18
◎Open Interest
⚡Funding APR
−3.62%
annualized · funding only
⚠Execution Cost
−$23.00
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 (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.