← Back to Screener
updated 3:00:29 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−1.65%
3d Period Avg−7.35%
LONG Bybit · now
+10.96%
3d avg:+5.30%
SHORT BloFin · now
+9.31%
3d avg:−2.05%
Entry Spread Now
−0.085%
Eaten by executionL 0.2349 · S 0.2347−$8.51 if it converges
24h range −1.00%…+0.34% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$29.03
−0.29%
$Avg Daily PnL
−$1.51
−0.0151%
★Best Day
+$0.20
Jul 18
◎Open Interest
⚡Funding APR
−5.50%
annualized · funding only
⚠Execution Cost
−$23.00
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 (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.