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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 ~0.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+243.21%
7d Period Avg+182.69%
swing±71.43%
LONG TxFlow · now
−18.47%
7d avg:−39.05%
SHORT dYdX · now
+224.74%
7d avg:+143.64%
Entry Spread Now
−0.017%
NeutralL 0.4686 · S 0.4685
24h range −0.76%…+0.99% · median +0.12%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$331.11
+3.31%
$Avg Daily PnL
+$50.02
+0.5002%
★Best Day
+$60.88
Sep 30
◎Open Interest
⚡Funding APR
+182.56%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
9.1h
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.