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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 ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+138.99%
30d Period Avg+21.15%
swing±61.95%
LONG TxFlow · now
−44.98%
30d avg:−5.84%
SHORT dYdX · now
+94.01%
30d avg:+15.31%
Entry Spread Now
+0.043%
Eaten by executionL 0.09037 · S 0.09041+$4.28 if it converges
24h range −0.30%…+0.66% · median +0.06%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$155.43
+1.55%
$Avg Daily PnL
+$5.81
+0.0581%
★Best Day
+$44.62
Sep 21
◎Open Interest
⚡Funding APR
+21.22%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
3.3d
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 (−$19.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.