← 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 ~16d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+6.50%
7d Period Avg+33.52%
swing±10.44%
LONG Gate.io · now
+0.00%
7d avg:+0.33%
SHORT BloFin · now
+6.50%
7d avg:+33.85%
Entry Spread Now
−0.040%
Eaten by executionL 4,264.7 · S 4,263−$3.99 if it converges
24h range −0.16%…−0.01% · median −0.06%
Long pays every8hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$36.49
+0.36%
$Avg Daily PnL
+$9.22
+0.0922%
★Best Day
+$10.83
Sep 27
◎Open Interest
Gate.io$131.77M
BloFin$2.24M⚡Funding APR
+33.65%
annualized · funding only
⚠Execution Cost
−$28.04
entry + exit fees
⏱Payback
3.0d
to break even
◧24h Volume
Gate.io$3.49MBloFin$184.3KLoading 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 (−$28.04 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.