← 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 ~0.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+148.16%
3d Period Avg+131.28%
swing±37.22%
LONG Variational · now
−76.64%
3d avg:−74.04%
SHORT Crypto.com · nowTHETAUSD-PERP
+71.52%
3d avg:+57.24%
Entry Spread Now
+0.347%
In your favorL 0.2276 · S 0.2284+$34.70 if it converges
24h range +0.08%…+0.52% · median +0.26%
Long pays every8hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$97.32
+0.97%
$Avg Daily PnL
+$35.77
+0.3577%
★Best Day
+$36.97
Sep 30
◎Open Interest
⚡Funding APR
+130.57%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
6.7h
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.