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updated 11:15:43 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+44.51%
30d Period Avg+30.00%
LONG Aster · now
−31.37%
30d avg:−20.96%
SHORT Toobit · nowTRB-SWAP-USDT
+13.14%
30d avg:+9.04%
Entry Spread Now
+0.028%
Eaten by executionL 13.1083 · S 13.1120+$2.83 if it converges
24h range −0.25%…+0.17% · median −0.05%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.040%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$218.50
+2.19%
$Avg Daily PnL
+$7.69
+0.0769%
★Best Day
+$14.80
Jul 25
◎Open Interest
⚡Funding APR
+28.08%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
2.6d
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.