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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 ~3.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+23.45%
3d Period Avg+178.75%
swing±76.63%
LONG TxFlow · now
−23.45%
3d avg:−35.00%
SHORT dYdX · now
+0.00%
3d avg:+143.75%
Entry Spread Now
−0.126%
Against youL 0.4771 · S 0.4765−$12.58 if it converges
24h range −0.76%…+0.67% · median +0.11%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$127.81
+1.28%
$Avg Daily PnL
+$48.94
+0.4894%
★Best Day
+$47.82
Oct 1
◎Open Interest
⚡Funding APR
+178.62%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
9.4h
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 (−$19.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.