← Back to Screener
updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+46.90%
3d Period Avg+56.14%
swing±22.28%
LONG Gate.io · now
+3.29%
3d avg:+5.69%
SHORT Aftermath · now
+50.18%
3d avg:+61.83%
Entry Spread Now
−0.008%
Against youL ask 1.1694 · S bid 1.1693−$0.77 at entry
24h range −0.59%…+0.69% · median +0.07%
Long pays every8hShort pays every1h
LONGmaker-0.010%/taker0.075%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$4.67
−0.05%
$Avg Daily PnL
+$15.95
+0.1595%
★Best Day
+$17.93
Sep 30
◎Open Interest
Gate.io$83.87M
Aftermath$122.3K⚡Funding APR
+58.22%
annualized · funding only
⚠Execution Cost
−$52.52
entry + exit fees
⏱Payback
3.3d
to break even
◧24h Volume
Gate.io$31.47MAftermath$545.7KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$52.52 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.