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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 ~3.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+23.54%
30d Period Avg−62.92%
swing±54.25%
LONG Crypto.com · nowWCTUSD-PERP
−12.58%
30d avg:+73.88%
SHORT Binance Futures · now
+10.96%
30d avg:+10.96%
Entry Spread Now
−0.118%
Against youL 0.04244 · S 0.04239−$11.78 if it converges
24h range −0.56%…+0.19% · median −0.05%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$535.95
−5.36%
$Avg Daily PnL
−$17.20
−0.1720%
★Best Day
+$5.67
Sep 1
◎Open Interest
⚡Funding APR
−62.77%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
never
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.