β Back to Screener
updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~54d
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+2.70%
3d Period Avgβ1.67%
swingΒ±7.30%
LONG dYdX Β· now
+0.00%
3d avg:+0.02%
SHORT Binance Futures Β· now
+2.70%
3d avg:β1.65%
Entry Spread Now
+0.007%
In your favorL ask 1.3975 Β· S bid 1.3976+$0.72 at entry
24h range β0.08%β¦+0.11% Β· median +0.04%
Long pays every1hShort pays every8h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding Historyβ¦
βTotal PnL
β$40.49
β0.40%
$Avg Daily PnL
β$0.19
β0.0019%
β
Best Day
+$0.68
Oct 10
βOpen Interest
dYdX$637.9K
Binance Futures$415.45Mβ‘Funding APR
β0.70%
annualized Β· funding only
β Execution Cost
β$39.91
entry + exit fees
β±Payback
never
to break even
β§24h Volume
dYdX$178.1KBinance Futures$309.26MLoading Cumulative PnLβ¦
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (β$39.91 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.