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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 ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+194.25%
7d Period Avg+49.90%
swing±106.49%
LONG Bitget · now
+67.94%
7d avg:+68.30%
SHORT Aster · now
+262.18%
7d avg:+118.20%
Entry Spread Now
−0.091%
Eaten by executionL 0.03566 · S 0.03562−$9.14 if it converges
24h range −5.08%…+9.28% · median +0.07%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$75.63
+0.76%
$Avg Daily PnL
+$13.66
+0.1366%
★Best Day
+$48.02
Sep 30
◎Open Interest
⚡Funding APR
+49.87%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
1.5d
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.