← Back to Screener
updated 12:14:41 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+24.11%
3d Period Avg+18.96%
swing±8.64%
LONG dYdX · now
+0.00%
3d avg:+0.00%
SHORT BloFin · now
+24.11%
3d avg:+18.96%
Entry Spread Now
−0.069%
Eaten by executionL 256.0367 · S 255.8600−$6.90 if it converges
24h range −0.09%…+0.23% · median +0.05%
Long pays every1hShort pays every8h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$13.61
−0.14%
$Avg Daily PnL
+$3.89
+0.0389%
★Best Day
+$6.60
Sep 18
◎Open Interest
dYdX$10.8K
BloFin$3.81M⚡Funding APR
+14.21%
annualized · funding only
⚠Execution Cost
−$29.18
entry + exit fees
⏱Payback
7.5d
to break even
◧24h Volume
dYdX$10.0KBloFin$3.11MLoading 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 (−$29.18 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.