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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 ~3.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+36.96%
3d Period Avg−11.23%
swing±26.67%
LONG QFEX · now
−22.04%
3d avg:+11.29%
SHORT Bitunix · now
+14.92%
3d avg:+0.06%
Entry Spread Now
+0.003%
NeutralL 91.3072 · S 91.3100
24h range −0.28%…+1.11% · median +0.07%
Long pays every1hShort pays every8h
LONGmaker0.050%/taker0.100%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$39.46
−0.39%
$Avg Daily PnL
−$2.49
−0.0249%
★Best Day
+$2.72
Oct 1
◎Open Interest
⚡Funding APR
−9.08%
annualized · funding only
⚠Execution Cost
−$32.00
entry + exit fees
⏱Payback
never
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 (−$32.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.