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updated 10:55:34 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~18d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+41.84%
1d Period Avg+38.37%
swing±10.42%
LONG dYdX · now
+0.00%
1d avg:+4.78%
SHORT Reya · nowADARUSDPERP
+41.84%
1d avg:+43.15%
Entry Spread Now
+0.004%
NeutralL 0.2262 · S 0.2262
24h range −0.20%…+0.09% · median −0.01%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
−$200.90
−2.01%
$Avg Daily PnL
+$5.29
+0.0529%
★Best Day
+$10.07
Sep 18
◎Open Interest
dYdX$182.9K
Reya$1.1K⚡Funding APR
+19.30%
annualized · funding only
⚠Execution Cost
−$211.47
entry + exit fees
⏱Payback
1.3mo
to break even
◧24h Volume
dYdX$30.9KReya$767Loading 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 (−$211.47 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.