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updated 10:32:18 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~9.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.79%
3d Period Avg+21.18%
LONG dYdX · now
+0.00%
3d avg:+0.00%
SHORT N1 · now
+22.79%
3d avg:+21.18%
Entry Spread Now
+0.055%
Eaten by executionL 0.07023 · S 0.07027+$5.46 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
−$40.63
−0.41%
$Avg Daily PnL
+$4.33
+0.0433%
★Best Day
+$6.16
Aug 17
◎Open Interest
dYdX$174.3K
N1$2.4K⚡Funding APR
+15.80%
annualized · funding only
⚠Execution Cost
−$57.95
entry + exit fees
⏱Payback
13.4d
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 (−$57.95 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.