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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 ~3.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+45.06%
1d Period Avg+1.34%
swing±38.99%
LONG dYdX · now
−19.35%
1d avg:+22.12%
SHORT Aftermath · now
+25.72%
1d avg:+23.46%
Entry Spread Now
−0.043%
Against youL ask 2,687.3 · S bid 2,686.15−$4.28 at entry
24h range −0.19%…+0.27% · median +0.02%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$39.52
−0.40%
$Avg Daily PnL
+$0.86
+0.0086%
★Best Day
+$0.86
Sep 27
◎Open Interest
dYdX$12.75M
Aftermath$27.5K⚡Funding APR
+3.13%
annualized · funding only
⚠Execution Cost
−$40.38
entry + exit fees
⏱Payback
1.6mo
to break even
◧24h Volume
dYdX$64.24MAftermath$6.3KLoading 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 (−$40.38 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.