← Back to Screener
updated 6:22:02 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~121d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+24.54%
3d Period Avg+54.66%
LONG N1 · now
−13.15%
3d avg:−43.39%
SHORT Extended · now
+11.40%
3d avg:+11.27%
Entry Spread Now
−0.049%
Eaten by executionL 0.3618 · S 0.3617−$4.85 if it converges
24h range −1.01%…+1.46% · median −0.07%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$769.45
−7.69%
$Avg Daily PnL
+$11.23
+0.1123%
★Best Day
+$14.60
Aug 16
◎Open Interest
N1$2.6K
Extended$171.1K⚡Funding APR
+40.97%
annualized · funding only
⚠Execution Cost
−$814.35
entry + exit fees
⏱Payback
2.4mo
to break even
◧24h Volume
N1$1.2KExtended$1.44MLoading 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 (−$814.35 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.