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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 ~0.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+322.68%
3d Period Avg+203.77%
swing±76.80%
LONG Binance Futures · now
+10.96%
3d avg:+10.96%
SHORT Crypto.com · nowTNSRUSD-PERP
+333.64%
3d avg:+214.73%
Entry Spread Now
−0.114%
Against youL 0.03962 · S 0.03957−$11.36 if it converges
24h range −0.24%…+0.26% · median +0.01%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$142.34
+1.42%
$Avg Daily PnL
+$54.11
+0.5411%
★Best Day
+$70.92
Sep 30
◎Open Interest
⚡Funding APR
+197.52%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
8.9h
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.