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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 ~3.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+19.24%
7d Period Avg+167.79%
swing±71.48%
LONG TxFlow · now
−19.24%
7d avg:−18.90%
SHORT dYdX · now
+0.00%
7d avg:+148.89%
Entry Spread Now
−0.056%
Eaten by executionL 0.8154 · S 0.8149−$5.58 if it converges
24h range −0.46%…+0.68% · median +0.10%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$296.55
+2.97%
$Avg Daily PnL
+$45.08
+0.4508%
★Best Day
+$57.58
Sep 29
◎Open Interest
TxFlow$57.4K
dYdX$51.6K⚡Funding APR
+164.54%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
10.1h
to break even
◧24h Volume
TxFlow$327.5KdYdX$7.7KLoading 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.