← 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 ~0.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+50.68%
30d Period Avg+10.40%
swing±40.70%
LONG Variational · now
−45.21%
30d avg:−12.35%
SHORT LBank · now
+5.48%
30d avg:−1.95%
Entry Spread Now
+0.126%
In your favorL 0.3166 · S 0.3170+$12.63 if it converges
24h range −0.87%…+0.34% · median +0.06%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$73.50
+0.74%
$Avg Daily PnL
+$2.85
+0.0285%
★Best Day
+$21.12
Sep 17
◎Open Interest
Variational$6.6K
LBank—⚡Funding APR
+10.40%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
4.2d
to break even
◧24h Volume
Variational$7.2KLBank$7.63MLoading 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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.