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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 ~7.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.28%
3d Period Avg+13.68%
swing±14.04%
LONG Bitunix · now
−2.33%
3d avg:+2.23%
SHORT Polymarket · now
+7.94%
3d avg:+15.91%
Entry Spread Now
+0.069%
Eaten by executionL 144.9800 · S 145.0800+$6.90 if it converges
24h range −0.61%…+0.79% · median +0.07%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.013%/taker0.040%
Loading Funding History…
↗Total PnL
−$8.30
−0.08%
$Avg Daily PnL
+$2.93
+0.0293%
★Best Day
+$3.91
Sep 23
◎Open Interest
⚡Funding APR
+10.68%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
6.8d
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.