← 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 ~3.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+50.57%
3d Period Avg+46.64%
swing±21.54%
LONG Variational · now
+0.82%
3d avg:+1.90%
SHORT Aftermath · now
+51.39%
3d avg:+48.54%
Entry Spread Now
−0.035%
Eaten by executionL 8.9985 · S 8.9953−$3.51 if it converges
24h range −0.53%…+0.83% · median +0.14%
Long pays every8hShort pays every1h
LONGmaker0%/taker0%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$4.71
−0.05%
$Avg Daily PnL
+$12.42
+0.1242%
★Best Day
+$14.29
Sep 30
◎Open Interest
Variational$4.15M
Aftermath$1.0K⚡Funding APR
+45.35%
annualized · funding only
⚠Execution Cost
−$41.98
entry + exit fees
⏱Payback
3.4d
to break even
◧24h Volume
Variational$1.67MAftermath$76.6KLoading 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 (−$41.98 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.