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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 ~2.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+33.08%
3d Period Avg+26.63%
swing±11.01%
LONG OKX · nowTIA-USDT-SWAP
+4.18%
3d avg:+4.03%
SHORT BloFin · now
+37.26%
3d avg:+30.66%
Entry Spread Now
−0.069%
Eaten by executionL 0.4334 · S 0.4331−$6.92 if it converges
24h range −0.50%…+0.80% · median +0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$0.13
+0.00%
$Avg Daily PnL
+$7.29
+0.0729%
★Best Day
+$7.49
Sep 30
◎Open Interest
⚡Funding APR
+26.61%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
3.0d
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.