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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+16.43%
swing±41.09%
LONG Bitget · now
+10.96%
3d avg:+25.81%
SHORT OKX · nowTRIA-USDT-SWAP
+10.96%
3d avg:+42.24%
Entry Spread Now
−0.023%
Eaten by executionL 0.004385 · S 0.004384−$2.28 if it converges
24h range −1.19%…+2.16% · median +0.04%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$8.51
−0.09%
$Avg Daily PnL
+$4.50
+0.0450%
★Best Day
+$12.83
Sep 25
◎Open Interest
⚡Funding APR
+16.42%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
4.9d
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.