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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 ~2.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+29.19%
3d Period Avg+19.28%
swing±13.83%
LONG dYdX · now
−18.26%
3d avg:−8.33%
SHORT Katana Perps · now
+10.93%
3d avg:+10.95%
Entry Spread Now
−0.019%
Against youL ask 2,684.2 · S bid 2,683.7−$1.86 at entry
24h range −0.14%…+0.05% · median −0.02%
Long pays every1hShort pays every8h
LONGmaker0.010%/taker0.050%SHORTmaker0.005%/taker0.019%
Loading Funding History…
↗Total PnL
−$3.96
−0.04%
$Avg Daily PnL
+$3.97
+0.0397%
★Best Day
+$5.38
Sep 28
◎Open Interest
dYdX$16.24M
Katana Perps$483.3K⚡Funding APR
+14.48%
annualized · funding only
⚠Execution Cost
−$15.86
entry + exit fees
⏱Payback
4.0d
to break even
◧24h Volume
dYdX$59.00MKatana Perps$2.39MLoading 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 (−$15.86 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.