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updated 7:28:49 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~130d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.79%
3d Period Avg+24.26%
LONG dYdX · now
+0.00%
3d avg:−0.03%
SHORT N1 · now
+22.79%
3d avg:+24.23%
Entry Spread Now
+0.064%
Eaten by executionL 0.5232 · S 0.5235+$6.44 if it converges
24h range −0.25%…+0.36% · median +0.07%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$790.29
−7.90%
$Avg Daily PnL
+$4.64
+0.0464%
★Best Day
+$16.58
Aug 14
◎Open Interest
dYdX$38.9K
N1$1.3K⚡Funding APR
+16.93%
annualized · funding only
⚠Execution Cost
−$808.84
entry + exit fees
⏱Payback
5.8mo
to break even
◧24h Volume
dYdX$528N1$236Loading 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 (−$808.84 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.