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updated —ETH Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+52.20%
1d Period Avg+14.22%
swing±29.89%
LONG dYdX · now
−3.27%
1d avg:+19.14%
SHORT Perpl · now
+48.93%
1d avg:+33.36%
Entry Spread Now
+0.090%
In your favorL ask 1,908.8 · S bid 1,910.52+$9.01 at entry
24h range −0.15%…+0.42% · median +0.03%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.050%/taker0.088%
Loading Funding History…
↗Total PnL
−$24.70
−0.25%
$Avg Daily PnL
+$3.57
+0.0357%
★Best Day
+$3.88
Nov 14
◎Open Interest
dYdX$8.44M
Perpl$65.6K⚡Funding APR
+13.01%
annualized · funding only
⚠Execution Cost
−$28.27
entry + exit fees
⏱Payback
7.9d
to break even
◧24h Volume
dYdX$24.91MPerpl$3.87MLoading 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 (−$28.27 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.