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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 ~10.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+7.32%
3d Period Avg+78.27%
swing±68.11%
LONG BloFin · now
+12.34%
3d avg:+9.53%
SHORT Aster · now
+19.66%
3d avg:+87.80%
Entry Spread Now
−0.337%
Against youL 0.06762 · S 0.06739−$33.70 if it converges
24h range −0.71%…+0.25% · median −0.19%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$44.29
+0.44%
$Avg Daily PnL
+$21.43
+0.2143%
★Best Day
+$26.36
Sep 29
◎Open Interest
⚡Funding APR
+78.22%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
22.3h
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.