← Back to Screener
updated 4:33:36 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~10d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+7.90%
3d Period Avg+8.85%
LONG dYdX · now
+0.00%
3d avg:+0.00%
SHORT BloFin · now
+7.90%
3d avg:+8.85%
Entry Spread Now
−0.308%
Against youL 0.003896 · S 0.003884−$30.78 if it converges
24h range −0.78%…+3.39% · median −0.12%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$14.70
−0.15%
$Avg Daily PnL
+$1.82
+0.0182%
★Best Day
+$2.88
Aug 16
◎Open Interest
dYdX$9.0K
BloFin$154.0K⚡Funding APR
+6.66%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
12.1d
to break even
◧24h Volume
dYdX$0BloFin$23.3KLoading 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.