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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 ~30d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+74.03%
3d Period Avg+239.49%
swing±145.51%
LONG TxFlow · now
−18.23%
3d avg:+5.84%
SHORT dYdX · now
+55.80%
3d avg:+245.33%
Entry Spread Now
+0.157%
Eaten by executionL 0.2422 · S 0.2426+$15.69 if it converges
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
−$472.11
−4.72%
$Avg Daily PnL
+$44.62
+0.4462%
★Best Day
+$58.95
Sep 30
◎Open Interest
TxFlow$135.6K
dYdX$168.9K⚡Funding APR
+162.86%
annualized · funding only
⚠Execution Cost
−$605.96
entry + exit fees
⏱Payback
13.6d
to break even
◧24h Volume
TxFlow$1.56MdYdX$3.8KLoading 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 (−$605.96 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.