← Back to Screener
updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−0.69%
3d Period Avg+9.80%
swing±23.94%
LONG Lighter · now
+0.00%
3d avg:−8.72%
SHORT QFEX · now
−0.69%
3d avg:+1.08%
Entry Spread Now
+0.153%
In your favorL 98.6840 · S 98.8350+$15.30 if it converges
24h range +0.08%…+0.18% · median +0.12%
Long pays every1hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.050%/taker0.100%
Loading Funding History…
↗Total PnL
−$20.05
−0.20%
$Avg Daily PnL
+$2.68
+0.0268%
★Best Day
+$7.49
Sep 25
◎Open Interest
⚡Funding APR
+9.79%
annualized · funding only
⚠Execution Cost
−$28.10
entry + exit fees
⏱Payback
10.5d
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 (−$28.10 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.