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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 ~0.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+211.75%
3d Period Avg+184.95%
swing±69.32%
LONG TxFlow · now
−16.35%
3d avg:−20.04%
SHORT dYdX · now
+195.40%
3d avg:+164.91%
Entry Spread Now
+0.058%
Eaten by executionL 0.7789 · S 0.7794+$5.79 if it converges
24h range −0.51%…+1.44% · median +0.10%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$132.92
+1.33%
$Avg Daily PnL
+$50.64
+0.5064%
★Best Day
+$53.76
Sep 30
◎Open Interest
TxFlow$85.4K
dYdX$49.1K⚡Funding APR
+184.83%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
9.1h
to break even
◧24h Volume
TxFlow$283.5KdYdX$4.1KLoading 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 (−$19.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.