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updated 12:18:52 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~8.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+41.63%
3d Period Avg+40.58%
swing±6.38%
LONG dYdX · now
+0.00%
3d avg:+1.55%
SHORT Reya · nowADARUSDPERP
+41.63%
3d avg:+42.13%
Entry Spread Now
+0.088%
Eaten by executionL 0.2278 · S 0.2280+$8.82 if it converges
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
−$57.65
−0.58%
$Avg Daily PnL
+$8.32
+0.0832%
★Best Day
+$11.99
Sep 17
◎Open Interest
dYdX$184.2K
Reya$1.1K⚡Funding APR
+30.37%
annualized · funding only
⚠Execution Cost
−$90.94
entry + exit fees
⏱Payback
10.9d
to break even
◧24h Volume
dYdX$27.5KReya$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 (−$90.94 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.