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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 ~0.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+230.66%
30d Period Avg+63.67%
swing±80.97%
LONG TxFlow · now
−23.80%
30d avg:−6.13%
SHORT dYdX · now
+206.86%
30d avg:+57.54%
Entry Spread Now
−0.005%
NeutralL 0.7794 · S 0.7794
24h range −0.51%…+1.44% · median +0.10%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$503.97
+5.04%
$Avg Daily PnL
+$17.43
+0.1743%
★Best Day
+$57.58
Sep 29
◎Open Interest
⚡Funding APR
+63.63%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
1.1d
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 (−$19.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.