← Back to Screener
updated —BTC Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+84.01%
3d Period Avg+61.93%
swing±33.92%
LONG dYdX · now
+3.65%
3d avg:+11.70%
SHORT Bullet · now
+87.66%
3d avg:+73.63%
Entry Spread Now
+0.054%
In your favorL ask 78,003 · S bid 78,045+$5.38 at entry
24h range +0.05%…+0.20% · median +0.12%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
+$26.88
+0.27%
$Avg Daily PnL
+$17.04
+0.1704%
★Best Day
+$19.38
Oct 30
◎Open Interest
dYdX$17.43M
Bullet$1.26M⚡Funding APR
+62.19%
annualized · funding only
⚠Execution Cost
−$24.24
entry + exit fees
⏱Payback
1.4d
to break even
◧24h Volume
dYdX$1.09MBullet$4.10MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$24.24 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.