← Back to Screener
updated —ZRO Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+32.87%
3d Period Avg+28.68%
swing±13.25%
LONG Binance Futures · now
+10.96%
3d avg:+9.99%
SHORT BloFin · now
+43.83%
3d avg:+38.67%
Entry Spread Now
−0.247%
Against youL 1.5362 · S 1.5324−$24.74 if it converges
24h range −0.57%…+1.38% · median −0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$1.32
+0.01%
$Avg Daily PnL
+$7.77
+0.0777%
★Best Day
+$9.00
Nov 12
◎Open Interest
Binance Futures$24.77M
BloFin$1.11M⚡Funding APR
+28.37%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
2.8d
to break even
◧24h Volume
Binance Futures$35.11MBloFin$207.5KLoading 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.