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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 ~0.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+76.32%
1d Period Avg+92.71%
swing±27.63%
LONG SoDEX · now
+6.79%
1d avg:+8.16%
SHORT dYdX · now
+83.10%
1d avg:+100.87%
Entry Spread Now
+0.049%
Eaten by executionL 332.3700 · S 332.5335+$4.92 if it converges
24h range −0.09%…+0.17% · median +0.01%
Long pays every1hShort pays every1h
LONGmaker0.012%/taker0.040%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$7.38
+0.07%
$Avg Daily PnL
+$25.38
+0.2538%
★Best Day
+$25.38
Sep 27
◎Open Interest
⚡Funding APR
+92.65%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
17.0h
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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.