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updated 9:29:14 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~11d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+17.53%
1d Period Avg+23.07%
LONG dYdX · now
+0.00%
1d avg:+0.00%
SHORT N1 · now
+17.53%
1d avg:+23.07%
Entry Spread Now
+0.053%
Eaten by executionL 0.07037 · S 0.07041+$5.25 if it converges
24h range −0.03%…+0.18% · median +0.06%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$44.32
−0.44%
$Avg Daily PnL
+$3.10
+0.0310%
★Best Day
+$5.89
Aug 17
◎Open Interest
dYdX$174.7K
N1$2.4K⚡Funding APR
+11.32%
annualized · funding only
⚠Execution Cost
−$50.52
entry + exit fees
⏱Payback
16.3d
to break even
◧24h Volume
dYdX$4.2KN1$43Loading 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 (−$50.52 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.