← Back to Screener
updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+73.96%
3d Period Avg+4.16%
swing±38.24%
LONG CoinW · now
−9.47%
3d avg:−1.39%
SHORT trade[XYZ] · nowxyz:WDC
+64.48%
3d avg:+2.77%
Entry Spread Now
−0.261%
Against youL 456.7400 · S 455.5500−$26.05 if it converges
24h range −0.52%…+0.59% · median +0.35%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.030%/taker0.090%
Loading Funding History…
↗Total PnL
−$25.26
−0.25%
$Avg Daily PnL
+$1.58
+0.0158%
★Best Day
+$2.69
Sep 25
◎Open Interest
CoinW—![trade[XYZ]](/icons/exchanges/hl-xyz.svg){kind=icon}
trade[XYZ]$1.40M⚡Funding APR
+5.77%
annualized · funding only
⚠Execution Cost
−$30.00
entry + exit fees
⏱Payback
19.0d
to break even
◧24h Volume
CoinW—trade[XYZ]$1.90MLoading 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 (−$30.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.