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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 ~1.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+64.55%
3d Period Avg+98.15%
swing±69.01%
LONG BloFin · now
+15.39%
3d avg:+11.21%
SHORT Crypto.com · nowSAPIENUSD-PERP
+79.94%
3d avg:+109.36%
Entry Spread Now
−0.065%
Eaten by executionL 0.07656 · S 0.07651−$6.53 if it converges
24h range −0.42%…+0.26% · median −0.09%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$53.61
+0.54%
$Avg Daily PnL
+$25.20
+0.2520%
★Best Day
+$24.83
Sep 30
◎Open Interest
⚡Funding APR
+91.99%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
20.9h
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.