← 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 ~3.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+47.90%
3d Period Avg+44.15%
swing±21.70%
LONG TxFlow · now
+5.49%
3d avg:+2.67%
SHORT Aftermath · now
+53.39%
3d avg:+46.82%
Entry Spread Now
−0.026%
Eaten by executionL 9.6600 · S 9.6575−$2.56 if it converges
24h range −1.25%…+0.66% · median +0.09%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$5.18
−0.05%
$Avg Daily PnL
+$12.09
+0.1209%
★Best Day
+$13.61
Sep 25
◎Open Interest
TxFlow$53.8K
Aftermath$311⚡Funding APR
+44.12%
annualized · funding only
⚠Execution Cost
−$41.44
entry + exit fees
⏱Payback
3.4d
to break even
◧24h Volume
TxFlow$373.5KAftermath$3.1KLoading 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 (−$41.44 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.