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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 ~1.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+47.52%
3d Period Avg+11.36%
swing±18.58%
LONG Bybit · now
+0.00%
3d avg:+0.00%
SHORT Bitunix · now
+47.52%
3d avg:+11.36%
Entry Spread Now
+0.110%
Eaten by executionL 9.1200 · S 9.1300+$10.96 if it converges
24h range −0.12%…+0.44% · median +0.11%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$13.67
−0.14%
$Avg Daily PnL
+$3.11
+0.0311%
★Best Day
+$5.51
Sep 30
◎Open Interest
⚡Funding APR
+11.35%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
7.4d
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 (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.