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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 ~0.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+474.77%
3d Period Avg+128.50%
swing±155.46%
LONG QFEX · now
−23.74%
3d avg:+9.74%
SHORT Crypto.com · nowZMUSD-PERP
+451.03%
3d avg:+138.24%
Entry Spread Now
−0.337%
Against youL 91.2474 · S 90.9400−$33.69 if it converges
24h range −0.29%…+0.94% · median −0.03%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.100%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$63.42
+0.63%
$Avg Daily PnL
+$31.14
+0.3114%
★Best Day
+$37.21
Sep 29
◎Open Interest
⚡Funding APR
+113.66%
annualized · funding only
⚠Execution Cost
−$30.00
entry + exit fees
⏱Payback
23.0h
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.