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updated 7:44:45 AMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.66%
1d Period Avg+22.28%
LONG dYdX · now
−11.66%
1d avg:−7.54%
SHORT Perpl · now
+0.00%
1d avg:+14.74%
Entry Spread Now
+0.041%
In your favorL ask 1,840.9 · S bid 1,841.66+$4.13 at entry
24h range −0.10%…+0.08% · median +0.03%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.050%/taker0.088%
Loading Funding History…
↗Total PnL
−$23.64
−0.24%
$Avg Daily PnL
+$2.52
+0.0252%
★Best Day
+$2.92
Aug 2
◎Open Interest
dYdX$15.37M
Perpl$996.0K⚡Funding APR
+9.20%
annualized · funding only
⚠Execution Cost
−$28.68
entry + exit fees
⏱Payback
11.4d
to break even
◧24h Volume
dYdX$3.21MPerpl$3.98MLoading 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 (−$28.68 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.