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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 ~2.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+58.33%
30d Period Avg+9.24%
swing±50.08%
LONG QFEX · now
−17.30%
30d avg:−1.32%
SHORT Bitunix · now
+41.03%
30d avg:+7.92%
Entry Spread Now
−0.182%
Against youL 91.4362 · S 91.2700−$18.18 if it converges
24h range −0.28%…+1.11% · median +0.08%
Long pays every1hShort pays every8h
LONGmaker0.050%/taker0.100%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$51.22
+0.51%
$Avg Daily PnL
+$2.77
+0.0277%
★Best Day
+$42.21
Sep 2
◎Open Interest
⚡Funding APR
+10.12%
annualized · funding only
⚠Execution Cost
−$32.00
entry + exit fees
⏱Payback
11.5d
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.