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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 ~0.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+73.47%
30d Period Avg−18.77%
swing±172.86%
LONG Crypto.com · nowSAMSUNGUSD-PERP
−62.51%
30d avg:+24.80%
SHORT TxFlow · nowSAMSUNG
+10.96%
30d avg:+6.03%
Entry Spread Now
−0.109%
Against youL 200.9600 · S 200.7400−$10.95 if it converges
24h range −0.52%…+0.25% · median −0.03%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.015%/taker0.045%
Loading Funding History…
↗Total PnL
−$202.52
−2.03%
$Avg Daily PnL
−$6.12
−0.0612%
★Best Day
+$28.29
Sep 1
◎Open Interest
⚡Funding APR
−22.33%
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.