← Back to Screener
updated 7:20:31 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+56.52%
3d Period Avg+150.35%
LONG MEXC · nowTXNSTOCK_USDT
−57.09%
3d avg:−150.92%
SHORT Bitunix · now
−0.57%
3d avg:−0.57%
Entry Spread Now
+0.011%
NeutralL 283.3700 · S 283.4000
24h range −0.82%…+0.47% · median +0.06%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.010%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$109.49
+1.09%
$Avg Daily PnL
+$41.16
+0.4116%
★Best Day
+$45.86
Aug 16
◎Open Interest
⚡Funding APR
+150.25%
annualized · funding only
⚠Execution Cost
−$14.00
entry + exit fees
⏱Payback
8.2h
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 (−$14.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.