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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 ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+49.47%
7d Period Avg+17.99%
swing±93.66%
LONG OKX · nowSAMSUNG-USDT-SWAP
−32.82%
7d avg:−33.91%
SHORT Lighter · nowSAMSUNGUSD-USDC
+16.66%
7d avg:−15.92%
Entry Spread Now
+0.106%
In your favorL 200.7700 · S 200.9820+$10.56 if it converges
24h range −0.40%…+0.53% · median −0.00%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$22.69
+0.23%
$Avg Daily PnL
+$4.67
+0.0467%
★Best Day
+$17.95
Sep 28
◎Open Interest
⚡Funding APR
+17.05%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
2.1d
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 (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.