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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 ~2.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+48.93%
3d Period Avg+8.33%
swing±39.77%
LONG dYdX · now
+0.00%
3d avg:+11.00%
SHORT Perpl · now
+48.93%
3d avg:+19.33%
Entry Spread Now
−0.005%
Against youL ask 1,912.8 · S bid 1,912.7−$0.52 at entry
24h range −0.15%…+0.42% · median +0.04%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.050%/taker0.088%
Loading Funding History…
↗Total PnL
−$22.67
−0.23%
$Avg Daily PnL
+$2.04
+0.0204%
★Best Day
+$4.31
Nov 14
◎Open Interest
dYdX$8.45M
Perpl$67.9K⚡Funding APR
+7.44%
annualized · funding only
⚠Execution Cost
−$28.78
entry + exit fees
⏱Payback
14.1d
to break even
◧24h Volume
dYdX$24.95MPerpl$3.90MLoading 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 (−$28.78 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.