← Back to Screener
updated 3:35:58 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.74%
1d Period Avg−10.16%
swing±18.04%
LONG BloFin · now
−15.34%
1d avg:+15.89%
SHORT Extended · now
+11.40%
1d avg:+5.73%
Entry Spread Now
+0.095%
In your favorL 4,290.7 · S 4,294.79+$9.52 if it converges
24h range −0.16%…+0.02% · median −0.04%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$19.78
−0.20%
$Avg Daily PnL
−$1.39
−0.0139%
★Best Day
−$0.72
Sep 13
◎Open Interest
BloFin$2.24M
Extended$154.3K⚡Funding APR
−5.07%
annualized · funding only
⚠Execution Cost
−$17.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
BloFin$545.4KExtended$1.26MLoading 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 (−$17.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.