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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+113.81%
3d Period Avg+132.69%
swing±45.18%
LONG trade[XYZ] · nowxyz:XLE
+5.48%
3d avg:−13.83%
SHORT Toobit · nowXLE-SWAP-USDT
+119.29%
3d avg:+118.86%
Entry Spread Now
+0.071%
Eaten by executionL 62.2460 · S 62.2900+$7.07 if it converges
24h range −0.28%…+0.34% · median +0.17%
Long pays every1hShort pays every8h
LONGmaker0.030%/taker0.090%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$74.37
+0.74%
$Avg Daily PnL
+$34.79
+0.3479%
★Best Day
+$36.13
Sep 26
◎Open Interest
⚡Funding APR
+126.98%
annualized · funding only
⚠Execution Cost
−$30.00
entry + exit fees
⏱Payback
20.6h
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 (−$30.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.