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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 ~1.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+30.29%
3d Period Avg−10.41%
swing±53.22%
LONG Variational · now
+0.00%
3d avg:+1.20%
SHORT OKX · nowSOXS-USDT-SWAP
+30.29%
3d avg:−9.21%
Entry Spread Now
+0.029%
Eaten by executionL 33.7503 · S 33.7600+$2.86 if it converges
24h range −0.76%…+0.57% · median +0.03%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$18.55
−0.19%
$Avg Daily PnL
−$2.85
−0.0285%
★Best Day
+$5.03
Sep 23
◎Open Interest
⚡Funding APR
−10.40%
annualized · funding only
⚠Execution Cost
−$10.00
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 (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.