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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 ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+186.55%
3d Period Avg+181.71%
swing±93.02%
LONG TxFlow · now
−13.36%
3d avg:+40.44%
SHORT Toobit · nowXPD-SWAP-USDT
+173.20%
3d avg:+222.15%
Entry Spread Now
+0.088%
Eaten by executionL 1,187.49 · S 1,188.53+$8.76 if it converges
24h range −0.42%…+0.32% · median +0.06%
Long pays every1hShort pays every4h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$135.54
+1.36%
$Avg Daily PnL
+$52.18
+0.5218%
★Best Day
+$46.46
Sep 29
◎Open Interest
⚡Funding APR
+190.45%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
9.6h
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 (−$21.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.