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updated 11:14:27 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+35.31%
3d Period Avg+32.64%
LONG Bitunix · now
−364.20%
3d avg:−78.14%
SHORT Bybit · now
−328.89%
3d avg:−45.50%
Entry Spread Now
+0.087%
Eaten by executionL 0.006910 · S 0.006916+$8.68 if it converges
24h range −4.02%…+2.68% · median +0.13%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
+$2.32
+0.02%
$Avg Daily PnL
+$6.33
+0.0633%
★Best Day
+$18.51
Aug 15
◎Open Interest
⚡Funding APR
+23.10%
annualized · funding only
⚠Execution Cost
−$23.00
entry + exit fees
⏱Payback
3.6d
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 (−$23.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.