← Back to Screener
updated 7:22:53 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.72%
3d Period Avg+17.31%
LONG Variational · now
−24.12%
3d avg:−2.76%
SHORT BitMart · now
−13.40%
3d avg:+14.55%
Entry Spread Now
+0.166%
In your favorL 0.3307 · S 0.3313+$16.58 if it converges
24h range +0.05%…+0.29% · median +0.17%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$1.84
+0.02%
$Avg Daily PnL
+$3.46
+0.0346%
★Best Day
+$7.39
Aug 17
◎Open Interest
Variational$531.9K
BitMart$20.45M⚡Funding APR
+12.63%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
3.5d
to break even
◧24h Volume
Variational$193.0KBitMart$13.13MLoading 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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.