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updated 12:41:00 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+53.59%
3d Period Avg+33.12%
LONG dYdX · now
−4.67%
3d avg:−0.26%
SHORT Perpl · now
+48.93%
3d avg:+32.86%
Entry Spread Now
+0.036%
In your favorL ask 62,946 · S bid 62,968.6+$3.59 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
−$5.48
−0.05%
$Avg Daily PnL
+$4.92
+0.0492%
★Best Day
+$6.62
Aug 15
◎Open Interest
dYdX$17.68M
Perpl$2.53M⚡Funding APR
+17.96%
annualized · funding only
⚠Execution Cost
−$25.16
entry + exit fees
⏱Payback
5.1d
to break even
◧24h Volume
dYdX$535.0KPerpl$72.65MLoading 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 (−$25.16 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.