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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 ~6.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+24.28%
3d Period Avg+53.75%
swing±48.35%
LONG dYdX · now
+0.00%
3d avg:−4.14%
SHORT Aftermath · now
+24.28%
3d avg:+49.61%
Entry Spread Now
−0.050%
Against youL ask 2,673.5 · S bid 2,672.18−$4.96 at entry
24h range −0.38%…+0.40% · median +0.02%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
+$4.33
+0.04%
$Avg Daily PnL
+$14.71
+0.1471%
★Best Day
+$24.14
Sep 26
◎Open Interest
dYdX$12.74M
Aftermath$27.3K⚡Funding APR
+53.68%
annualized · funding only
⚠Execution Cost
−$39.79
entry + exit fees
⏱Payback
2.7d
to break even
◧24h Volume
dYdX$41.79MAftermath$5.9KLoading 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 (−$39.79 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.