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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
30d Period Avg+23.12%
swing±25.67%
LONG Aster · now
+10.96%
30d avg:−12.81%
SHORT Binance Futures · now
+10.96%
30d avg:+10.31%
Entry Spread Now
+0.168%
In your favorL 1.0924 · S 1.0942+$16.84 if it converges
24h range −0.57%…+0.68% · median −0.04%
Long pays every4hShort pays every4h
LONGmaker0.010%/taker0.040%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$177.35
+1.77%
$Avg Daily PnL
+$6.51
+0.0651%
★Best Day
+$20.38
Sep 11
◎Open Interest
⚡Funding APR
+23.77%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
2.8d
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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.