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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 ~3.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+24.11%
30d Period Avg+19.06%
swing±7.19%
LONG dYdX · now
+0.00%
30d avg:+0.26%
SHORT BloFin · now
+24.11%
30d avg:+19.32%
Entry Spread Now
−0.058%
Eaten by executionL 7.7735 · S 7.7690−$5.78 if it converges
24h range −0.30%…+0.42% · median +0.00%
Long pays every1hShort pays every8h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$135.26
+1.35%
$Avg Daily PnL
+$5.24
+0.0524%
★Best Day
+$6.60
Aug 29
◎Open Interest
⚡Funding APR
+19.13%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
4.2d
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.