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updated 6:15:51 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.40%
3d Period Avg+11.29%
LONG dYdX · now
+0.00%
3d avg:+0.00%
SHORT Extended · now
+11.40%
3d avg:+11.29%
Entry Spread Now
−0.180%
Against youL 0.01234 · S 0.01232−$18.00 if it converges
24h range −0.37%…+2.15% · median −0.06%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$5.73
−0.06%
$Avg Daily PnL
+$2.32
+0.0232%
★Best Day
+$3.12
Aug 15
◎Open Interest
dYdX$1.0K
Extended$2.7K⚡Funding APR
+8.46%
annualized · funding only
⚠Execution Cost
−$15.00
entry + exit fees
⏱Payback
6.5d
to break even
◧24h Volume
dYdX$0Extended$45.9KLoading 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 (−$15.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.