← Back to Screener
updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+508.79%
7d Period Avg+57.35%
swing±91.60%
LONG QFEX · now
−53.24%
7d avg:+3.48%
SHORT Paragon · nowpara:TTWO
+455.56%
7d avg:+60.83%
Entry Spread Now
−0.389%
Eaten by executionL 205.4295 · S 204.6300−$38.92 if it converges
24h range −0.53%…+0.53% · median +0.03%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.100%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
+$10.26
+0.10%
$Avg Daily PnL
+$15.14
+0.1514%
★Best Day
+$26.15
Sep 29
◎Open Interest
QFEX$602.2K
Paragon$776.4K⚡Funding APR
+55.25%
annualized · funding only
⚠Execution Cost
−$95.71
entry + exit fees
⏱Payback
6.3d
to break even
◧24h Volume
QFEX$1.63MParagon$649.7KLoading 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 (−$95.71 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.