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updated 2:38:32 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%
30d Period Avg+11.72%
LONG dYdX · now
+0.00%
30d avg:−1.02%
SHORT Extended · now
+11.40%
30d avg:+10.70%
Entry Spread Now
+0.107%
In your favorL 0.01465 · S 0.01466+$10.75 if it converges
24h range −8.20%…+0.19% · median −0.15%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0%/taker0.025%
Limited funding history — chart clipped to available data
- Extended (Short): data starts Jul 21, 2026 (26d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 29%, short 88% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$222.68
−2.23%
$Avg Daily PnL
−$7.42
−0.0742%
★Best Day
+$3.55
Aug 12
◎Open Interest
dYdX$5.1K
Extended$443⚡Funding APR
−27.07%
annualized · funding only
⚠Execution Cost
−$15.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
dYdX$0Extended$23.4KLoading 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.