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updated 1:02:01 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+261.42%
3d Period Avg+171.42%
swing±51.95%
LONG Aster · now
−92.66%
3d avg:−37.74%
SHORT Toobit · nowTUT-SWAP-USDT
+168.76%
3d avg:+133.68%
Entry Spread Now
−0.093%
Eaten by executionL 0.01947 · S 0.01945−$9.32 if it converges
24h range −0.35%…+0.42% · median −0.10%
Long pays every4hShort pays every4h
LONGmaker0.010%/taker0.040%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$128.52
+1.29%
$Avg Daily PnL
+$37.13
+0.3713%
★Best Day
+$48.45
Sep 13
◎Open Interest
⚡Funding APR
+135.52%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
13.0h
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.