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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~14d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+249.55%
3d Period Avg+403.04%
swing±108.70%
LONG Coinbase International · nowDYDX-PERP
−56.98%
3d avg:−214.08%
SHORT dYdX · now
+192.57%
3d avg:+188.96%
Entry Spread Now
+0.041%
Eaten by executionL 0.1447 · S 0.1448+$4.11 if it converges
24h range −0.53%…+3.28% · median +0.19%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.040%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$697.91
−6.98%
$Avg Daily PnL
+$75.51
+0.7551%
★Best Day
+$79.41
Sep 30
◎Open Interest
Coinbase International$6.2K
dYdX$83.7K⚡Funding APR
+275.62%
annualized · funding only
⚠Execution Cost
−$924.45
entry + exit fees
⏱Payback
12.2d
to break even
◧24h Volume
Coinbase International$121dYdX$6.8KLoading 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 (−$924.45 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.