← Back to Screener
updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~17d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+60.13%
1d Period Avg+107.30%
swing±27.73%
LONG Variational · now
+4.38%
1d avg:−4.75%
SHORT dYdX · now
+64.51%
1d avg:+102.55%
Entry Spread Now
+0.040%
Eaten by executionL 329.6055 · S 329.7373+$4.00 if it converges
24h range −0.18%…+1.75% · median +0.07%
Long pays every8hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$253.29
−2.53%
$Avg Daily PnL
+$29.43
+0.2943%
★Best Day
+$28.10
Sep 27
◎Open Interest
⚡Funding APR
+107.43%
annualized · funding only
⚠Execution Cost
−$282.72
entry + exit fees
⏱Payback
9.6d
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 (−$282.72 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.