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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 ~25d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.87%
3d Period Avg+8.95%
swing±21.17%
LONG Binance Futures · now
−4.03%
3d avg:+3.48%
SHORT dYdX · now
−0.16%
3d avg:+12.43%
Entry Spread Now
−0.197%
Against youL ask 1,758.57 · S bid 1,755.1−$19.73 at entry
24h range −0.43%…+0.27% · median −0.04%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$19.89
−0.20%
$Avg Daily PnL
+$2.34
+0.0234%
★Best Day
+$6.85
Nov 13
◎Open Interest
Binance Futures$4.14B
dYdX$7.15M⚡Funding APR
+8.52%
annualized · funding only
⚠Execution Cost
−$26.90
entry + exit fees
⏱Payback
11.5d
to break even
◧24h Volume
Binance Futures$15.40BdYdX$25.03MLoading 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 (−$26.90 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.