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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 ~8.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.41%
3d Period Avg+8.78%
swing±7.11%
LONG dYdX · now
+0.25%
3d avg:+2.10%
SHORT Arcus · now
+10.66%
3d avg:+10.88%
Entry Spread Now
−0.097%
Against youL ask 2,508.7 · S bid 2,506.27−$9.69 at entry
24h range −0.09%…+0.07% · median +0.01%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0%/taker0.022%
Loading Funding History…
↗Total PnL
−$16.52
−0.17%
$Avg Daily PnL
+$2.41
+0.0241%
★Best Day
+$3.68
Oct 9
◎Open Interest
⚡Funding APR
+8.80%
annualized · funding only
⚠Execution Cost
−$23.75
entry + exit fees
⏱Payback
9.8d
to break even
◧24h Volume
Loading 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 (−$23.75 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.