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updated 11:16:06 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+48.93%
1d Period Avg+33.55%
LONG dYdX · now
+0.00%
1d avg:−0.06%
SHORT Perpl · now
+48.93%
1d avg:+33.49%
Entry Spread Now
−0.045%
Against youL ask 62,997 · S bid 62,968.5−$4.52 at entry
24h range −0.00%…+0.10% · median +0.04%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.050%/taker0.088%
Loading Funding History…
↗Total PnL
−$28.97
−0.29%
$Avg Daily PnL
+$3.28
+0.0328%
★Best Day
+$3.40
Aug 15
◎Open Interest
dYdX$17.65M
Perpl$2.55M⚡Funding APR
+11.97%
annualized · funding only
⚠Execution Cost
−$35.53
entry + exit fees
⏱Payback
10.8d
to break even
◧24h Volume
dYdX$545.8KPerpl$71.53MLoading 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 (−$35.53 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.