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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 ~45d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+45.92%
3d Period Avg+236.73%
swing±148.67%
LONG Bybit · now
+10.96%
3d avg:+8.60%
SHORT dYdX · now
+56.87%
3d avg:+245.33%
Entry Spread Now
−0.021%
Against youL ask 0.2426 · S bid 0.2425−$2.06 at entry
24h range −0.21%…+0.19% · median +0.02%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.055%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$434.21
−4.34%
$Avg Daily PnL
+$44.17
+0.4417%
★Best Day
+$58.95
Sep 30
◎Open Interest
Bybit$100.48M
dYdX$168.7K⚡Funding APR
+161.23%
annualized · funding only
⚠Execution Cost
−$566.73
entry + exit fees
⏱Payback
12.8d
to break even
◧24h Volume
Bybit$147.91MdYdX$3.6KLoading 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 (−$566.73 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.