← 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 ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+82.63%
3d Period Avg+40.05%
swing±114.89%
LONG Variational · now
−43.23%
3d avg:−12.11%
SHORT Crypto.com · nowSUSHIUSD-PERP
+39.40%
3d avg:+27.94%
Entry Spread Now
+0.168%
In your favorL 0.2677 · S 0.2682+$16.81 if it converges
24h range −0.04%…+0.58% · median +0.24%
Long pays every8hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$21.65
+0.22%
$Avg Daily PnL
+$10.55
+0.1055%
★Best Day
+$40.39
Sep 30
◎Open Interest
⚡Funding APR
+38.51%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
22.8h
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.