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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 ~4.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.57%
3d Period Avg−2.74%
swing±89.45%
LONG Gate.io · now
−11.61%
3d avg:+11.71%
SHORT Binance Futures · now
+10.96%
3d avg:+8.97%
Entry Spread Now
−0.373%
Against youL 0.04290 · S 0.04274−$37.30 if it converges
24h range −0.26%…+0.43% · median −0.05%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$27.25
−0.27%
$Avg Daily PnL
−$0.75
−0.0075%
★Best Day
+$8.94
Sep 30
◎Open Interest
⚡Funding APR
−2.74%
annualized · funding only
⚠Execution Cost
−$25.00
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 (−$25.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.