← Back to Screener
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
−50.27%
3d Period Avg+28.09%
swing±73.26%
LONG trade[XYZ] · nowxyz:WDC
+61.23%
3d avg:−17.13%
SHORT HTX · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.080%
Eaten by executionL 453.5100 · S 453.1450−$8.05 if it converges
24h range −0.36%…+0.18% · median −0.08%
Long pays every1hShort pays every8h
LONGmaker0.030%/taker0.090%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$21.82
−0.22%
$Avg Daily PnL
+$2.06
+0.0206%
★Best Day
+$4.49
Sep 27
◎Open Interest
⚡Funding APR
+7.52%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
13.6d
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 (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.