Funding Arbitrage Backtester

updated 6:06:29 PM

Size$

R-trip cost

Funding ArbitrageLooking at price convergence? → /price-pair

Net Funding APR · Now

+12.28%

3d Avg—

LONG dYdX

−8.08%

3d: —

SHORT Aster

+4.20%

3d: —

Long pays every1hShort pays every8h

LONGmaker0.010%/taker0.050%SHORTmaker0.010%/taker0.040%

Loading Funding History…

↗Total PnL

+$2.45

+0.02%

$Avg Daily PnL

+$6.15

+0.0615%

∑Funding PnL

+$24.61

before cost

%Win Rate

100.0%

positive days

★Best Day

+$8.83

May 16

◎Open Interest

dYdX$15.75M

Aster$189.64M

⚡APR

+2.24%

annualized

⚠Execution Cost

−$22.16

entry + exit fees

⏱Payback

3.6d

to break even

⤓Max Drawdown

+$0.00

peak → trough

✕Worst Day

+$3.50

May 15

◧24h Volume

dYdX$22.03M

Aster$514.44M

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 (−$22.16 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.