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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 ~26d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.12%
3d Period Avg+0.70%
swing±2.18%
LONG BloFin · now
+7.84%
3d avg:+7.33%
SHORT Binance Futures · now
+10.96%
3d avg:+8.03%
Entry Spread Now
−0.175%
Against youL 2,480 · S 2,475.67−$17.47 if it converges
24h range −0.14%…+0.29% · median +0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$21.43
−0.21%
$Avg Daily PnL
+$0.19
+0.0019%
★Best Day
+$0.44
Sep 29
◎Open Interest
⚡Funding APR
+0.70%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
3.8mo
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.