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updated 9:00:45 AMFunding Arbitrage Backtester
Size$
R-trip cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+57.23%
3d Period Avg+22.57%
LONG dYdX · now
−32.77%
3d avg:−13.71%
SHORT Perpl · now
+24.46%
3d avg:+8.86%
Entry Spread Now
+0.070%
In your favorL ask 1,837.1 · S bid 1,838.39+$7.02 at entry
24h range −0.10%…+0.08% · median +0.03%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.050%/taker0.088%
Loading Funding History…
↗Total PnL
−$4.97
−0.05%
$Avg Daily PnL
+$4.01
+0.0401%
★Best Day
+$6.34
Jul 31
◎Open Interest
dYdX$14.39M
Perpl$1.01M⚡Funding APR
+14.64%
annualized · funding only
⚠Execution Cost
−$21.01
entry + exit fees
⏱Payback
5.2d
to break even
◧24h Volume
dYdX$4.95MPerpl$3.96MLoading 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 (−$21.01 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.