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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−39.97%
30d Period Avg+35.16%
swing±62.41%
LONG Crypto.com · nowSANDUSD-PERP
+48.33%
30d avg:−41.14%
SHORT BloFin · now
+8.36%
30d avg:−5.98%
Entry Spread Now
−0.069%
Eaten by executionL 0.04317 · S 0.04314−$6.95 if it converges
24h range −0.82%…+0.64% · median −0.05%
Long pays every1hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$282.24
+2.82%
$Avg Daily PnL
+$10.14
+0.1014%
★Best Day
+$19.27
Sep 19
◎Open Interest
⚡Funding APR
+37.02%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
2.2d
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.