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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.11%
3d Period Avg+7.69%
swing±55.57%
LONG Bybit · now
+0.00%
3d avg:+28.18%
SHORT Bitunix · now
+21.11%
3d avg:+35.87%
Entry Spread Now
−0.147%
Against youL 68.0000 · S 67.9000−$14.71 if it converges
24h range −0.24%…+0.03% · median −0.07%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$16.68
−0.17%
$Avg Daily PnL
+$2.11
+0.0211%
★Best Day
+$5.08
Sep 30
◎Open Interest
⚡Funding APR
+7.69%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
10.9d
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 (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.