← 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 ~5.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+76.79%
1d Period Avg+76.40%
swing±27.77%
LONG dYdX · now
+0.00%
1d avg:+2.08%
SHORT Aftermath · now
+76.79%
1d avg:+78.48%
Entry Spread Now
−0.258%
Against youL ask 1,326.18 · S bid 1,322.76−$25.81 at entry
24h range −0.93%…+0.46% · median +0.07%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$82.63
−0.83%
$Avg Daily PnL
+$21.61
+0.2161%
★Best Day
+$11.93
Oct 3
◎Open Interest
⚡Funding APR
+78.88%
annualized · funding only
⚠Execution Cost
−$104.24
entry + exit fees
⏱Payback
4.8d
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 + live L2 orderbook slippage on both legs (−$104.24 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.