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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 ~1.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+41.09%
3d Period Avg−12.54%
swing±174.61%
LONG Crypto.com · nowSAMSUNGUSD-PERP
−62.51%
3d avg:+20.92%
SHORT TxFlow · nowSAMSUNG
−21.41%
3d avg:+8.38%
Entry Spread Now
+0.145%
In your favorL 200.2000 · S 200.4900+$14.49 if it converges
24h range −0.52%…+0.25% · median −0.02%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.015%/taker0.045%
Loading Funding History…
↗Total PnL
−$28.26
−0.28%
$Avg Daily PnL
−$3.09
−0.0309%
★Best Day
+$13.30
Sep 30
◎Open Interest
⚡Funding APR
−11.26%
annualized · funding only
⚠Execution Cost
−$19.00
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 (−$19.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.