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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
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
7d Period Avg+18.09%
swing±37.20%
LONG Toobit · nowTRIA-SWAP-USDT
+10.96%
7d avg:+20.88%
SHORT OKX · nowTRIA-USDT-SWAP
+10.96%
7d avg:+38.97%
Entry Spread Now
−0.137%
Eaten by executionL 0.004364 · S 0.004358−$13.75 if it converges
24h range −0.97%…+2.19% · median −0.11%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$1.36
−0.01%
$Avg Daily PnL
+$4.95
+0.0495%
★Best Day
+$9.98
Sep 26
◎Open Interest
⚡Funding APR
+18.08%
annualized · funding only
⚠Execution Cost
−$36.03
entry + exit fees
⏱Payback
7.3d
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 (−$36.03 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.