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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 ~32d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+56.68%
1d Period Avg+122.94%
swing±66.48%
LONG TxFlow · now
−24.11%
1d avg:+1.49%
SHORT dYdX · now
+32.58%
1d avg:+124.43%
Entry Spread Now
+0.655%
In your favorL ask 0.2396 · S bid 0.2412+$65.51 at entry
24h range −0.37%…+0.36% · median +0.07%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$463.46
−4.63%
$Avg Daily PnL
+$33.66
+0.3366%
★Best Day
+$31.51
Oct 1
◎Open Interest
TxFlow$119.6K
dYdX$168.0K⚡Funding APR
+122.85%
annualized · funding only
⚠Execution Cost
−$497.12
entry + exit fees
⏱Payback
14.8d
to break even
◧24h Volume
TxFlow$1.44MdYdX$3.9KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$497.12 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.