← Back to Screener
updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+60.12%
3d Period Avg−4.42%
swing±37.19%
LONG trade[XYZ] · nowxyz:SMH
−49.17%
3d avg:+15.38%
SHORT HTX · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.173%
Eaten by executionL 623.4600 · S 624.5400+$17.32 if it converges
24h range −0.04%…+0.28% · median +0.13%
Long pays every1hShort pays every8h
LONGmaker0.030%/taker0.090%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$36.49
−0.36%
$Avg Daily PnL
+$1.68
+0.0168%
★Best Day
+$6.39
Sep 30
◎Open Interest
⚡Funding APR
+6.13%
annualized · funding only
⚠Execution Cost
−$41.53
entry + exit fees
⏱Payback
24.7d
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 (−$41.53 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.