← 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 ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+78.25%
3d Period Avg+66.29%
swing±18.44%
LONG dYdX · now
+0.00%
3d avg:+10.51%
SHORT Reya · nowTAORUSDPERP
+78.25%
3d avg:+76.80%
Entry Spread Now
−0.010%
NeutralL 285.1557 · S 285.1261
24h range −0.24%…+0.25% · median +0.02%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
+$38.56
+0.39%
$Avg Daily PnL
+$13.64
+0.1364%
★Best Day
+$20.22
Sep 23
◎Open Interest
dYdX$60.7K
Reya$328⚡Funding APR
+49.78%
annualized · funding only
⚠Execution Cost
−$16.00
entry + exit fees
⏱Payback
1.2d
to break even
◧24h Volume
dYdX$168.7KReya$0Loading 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 (−$16.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.