← 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 ~5.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+13.81%
3d Period Avg−23.68%
swing±27.58%
LONG Coinbase International · nowGOLD-PERP
+13.15%
3d avg:+28.88%
SHORT grvt · nowXAU_USDT_Perp
+26.96%
3d avg:+5.20%
Entry Spread Now
+0.098%
In your favorL ask 4,236.6 · S bid 4,240.76+$9.82 at entry
24h range +0.02%…+0.15% · median +0.09%
Long pays every1hShort pays every4h
LONGmaker0.020%/taker0.040%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$38.24
−0.38%
$Avg Daily PnL
−$6.41
−0.0641%
★Best Day
+$2.88
Sep 25
◎Open Interest
⚡Funding APR
−23.41%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
never
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 + live L2 orderbook slippage on both legs (−$19.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.