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updated 6:17:08 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~120d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+24.54%
30d Period Avg−30.71%
LONG dYdX · now
+0.00%
30d avg:−0.15%
SHORT N1 · now
+24.54%
30d avg:−30.86%
Entry Spread Now
+0.094%
Eaten by executionL 0.5206 · S 0.5211+$9.37 if it converges
24h range −0.25%…+0.36% · median +0.06%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$1059.79
−10.60%
$Avg Daily PnL
−$8.07
−0.0807%
★Best Day
+$19.52
Jul 19
◎Open Interest
dYdX$38.7K
N1$1.3K⚡Funding APR
−29.47%
annualized · funding only
⚠Execution Cost
−$809.53
entry + exit fees
⏱Payback
never
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 (−$809.53 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.