← 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 ~4.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.40%
3d Period Avg+11.40%
LONG dYdX · now
+0.00%
3d avg:+0.00%
SHORT Extended · now
+11.40%
3d avg:+11.40%
Entry Spread Now
+0.039%
Eaten by executionL 0.01954 · S 0.01955+$3.89 if it converges
24h range −3.53%…+0.39% · median +0.05%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$5.64
−0.06%
$Avg Daily PnL
+$3.12
+0.0312%
★Best Day
+$3.12
Sep 29
◎Open Interest
⚡Funding APR
+11.39%
annualized · funding only
⚠Execution Cost
−$15.00
entry + exit fees
⏱Payback
4.8d
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 (−$15.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.