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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 ~1.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+34.64%
3d Period Avg+12.00%
swing±12.67%
LONG Binance Futures · now
+10.96%
3d avg:+9.70%
SHORT Aster · now
+45.60%
3d avg:+21.70%
Entry Spread Now
+0.176%
In your favorL 0.1643 · S 0.1646+$17.65 if it converges
24h range −0.45%…+0.81% · median +0.18%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$8.05
−0.08%
$Avg Daily PnL
+$3.32
+0.0332%
★Best Day
+$4.21
Sep 28
◎Open Interest
⚡Funding APR
+12.11%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
5.4d
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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.