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updated 9:24:55 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~51d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.29%
1d Period Avg−0.18%
swing±13.60%
LONG Polymarket · now
+10.96%
1d avg:+6.72%
SHORT dYdX · now
+14.25%
1d avg:+6.54%
Entry Spread Now
+0.007%
In your favorL ask 726.7900 · S bid 726.8400+$0.69 at entry
24h range −0.12%…+0.08% · median −0.02%
Long pays every1hShort pays every1h
LONGmaker0.013%/taker0.040%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$45.63
−0.46%
$Avg Daily PnL
+$0.00
+0.0000%
★Best Day
+$1.09
Sep 17
◎Open Interest
⚡Funding APR
+0.01%
annualized · funding only
⚠Execution Cost
−$45.64
entry + exit fees
⏱Payback
475.4mo
to break even
◧24h Volume
Loading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$45.64 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.