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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 ~6.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.97%
3d Period Avg−1.64%
swing±19.98%
LONG dYdX · now
−0.04%
3d avg:+12.55%
SHORT Katana Perps · now
+10.93%
3d avg:+10.91%
Entry Spread Now
−0.037%
Against youL ask 1,906 · S bid 1,905.3−$3.67 at entry
24h range −0.22%…+0.15% · median −0.02%
Long pays every1hShort pays every8h
LONGmaker0.010%/taker0.050%SHORTmaker0.005%/taker0.019%
Loading Funding History…
↗Total PnL
−$18.69
−0.19%
$Avg Daily PnL
−$0.18
−0.0018%
★Best Day
+$2.01
Nov 14
◎Open Interest
dYdX$8.42M
Katana Perps$324.3K⚡Funding APR
−0.64%
annualized · funding only
⚠Execution Cost
−$18.16
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
dYdX$24.74MKatana Perps$6.67MLoading 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 (−$18.16 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.