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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 ~1.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+56.17%
3d Period Avg+106.12%
swing±77.69%
LONG SoDEX · now
−1.55%
3d avg:+7.47%
SHORT dYdX · now
+54.62%
3d avg:+113.59%
Entry Spread Now
+0.060%
Eaten by executionL 329.5100 · S 329.7080+$6.01 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
+$66.64
+0.67%
$Avg Daily PnL
+$28.21
+0.2821%
★Best Day
+$29.88
Sep 26
◎Open Interest
⚡Funding APR
+102.97%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
15.4h
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.