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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 ~2.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+31.09%
3d Period Avg+15.55%
swing±44.56%
LONG Gate.io · now
+110.23%
3d avg:+57.73%
SHORT Binance Futures · now
+141.33%
3d avg:+73.28%
Entry Spread Now
−0.108%
Eaten by executionL 0.02642 · S 0.02639−$10.81 if it converges
24h range −4.97%…+8.16% · median +0.12%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$12.23
−0.12%
$Avg Daily PnL
+$4.26
+0.0426%
★Best Day
+$10.84
Sep 29
◎Open Interest
⚡Funding APR
+15.53%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
5.9d
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 (−$25.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.