← Back to Screener
updated 2:37:13 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+129.23%
30d Period Avg+71.09%
LONG Aster · now
−118.00%
30d avg:−63.86%
SHORT Toobit · nowSLP-SWAP-USDT
+11.23%
30d avg:+7.23%
Entry Spread Now
+0.050%
Eaten by executionL 0.0005251 · S 0.0005254+$4.95 if it converges
24h range −0.63%…+0.21% · median −0.19%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.040%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$576.11
+5.76%
$Avg Daily PnL
+$19.23
+0.1923%
★Best Day
+$31.99
Aug 16
◎Open Interest
⚡Funding APR
+70.19%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
1.0d
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.