← Back to Screener
updated 9:04:18 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~8.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+9.09%
3d Period Avg+7.01%
LONG Variational · now
−1.42%
3d avg:+3.40%
SHORT Bitget · now
+7.67%
3d avg:+10.41%
Entry Spread Now
+0.056%
In your favorL ask 4,393.08 · S bid 4,395.55+$5.62 at entry
24h range +0.02%…+0.26% · median +0.12%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$14.22
−0.14%
$Avg Daily PnL
+$1.43
+0.0143%
★Best Day
+$4.53
Aug 17
◎Open Interest
⚡Funding APR
+5.23%
annualized · funding only
⚠Execution Cost
−$19.95
entry + exit fees
⏱Payback
13.9d
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 (−$19.95 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.