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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 ~0.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+338.81%
30d Period Avg+11.33%
swing±25.32%
LONG Binance Futures · now
+10.96%
30d avg:+13.88%
SHORT Gate.io · now
+349.76%
30d avg:+25.21%
Entry Spread Now
−0.111%
Eaten by executionL 0.03595 · S 0.03591−$11.13 if it converges
24h range −0.68%…+0.44% · median +0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$67.95
+0.68%
$Avg Daily PnL
+$3.10
+0.0310%
★Best Day
+$24.11
Sep 26
◎Open Interest
⚡Funding APR
+11.31%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
8.1d
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.