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updated 4:32:35 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+10.86%
LONG dYdX · now
+0.00%
3d avg:−1.24%
SHORT Extended · now
+11.40%
3d avg:+9.62%
Entry Spread Now
−0.008%
NeutralL 0.01471 · S 0.01471
24h range −8.20%…+0.19% · median −0.14%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$6.31
−0.06%
$Avg Daily PnL
+$2.17
+0.0217%
★Best Day
+$3.34
Aug 15
◎Open Interest
dYdX$5.1K
Extended$430⚡Funding APR
+7.93%
annualized · funding only
⚠Execution Cost
−$15.00
entry + exit fees
⏱Payback
6.9d
to break even
◧24h Volume
dYdX$0Extended$38.7KLoading 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.