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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−0.81%
3d Period Avg+10.77%
swing±39.30%
LONG dYdX · now
−0.05%
3d avg:−3.82%
SHORT RiseX · nowETH-PERP
−0.86%
3d avg:+6.95%
Entry Spread Now
−0.006%
Against youL ask 2,696.3 · S bid 2,696.14−$0.59 at entry
24h range −0.13%…+0.19% · median +0.00%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
−$13.78
−0.14%
$Avg Daily PnL
+$3.00
+0.0300%
★Best Day
+$10.95
Sep 26
◎Open Interest
⚡Funding APR
+10.94%
annualized · funding only
⚠Execution Cost
−$22.78
entry + exit fees
⏱Payback
7.6d
to break even
◧24h Volume
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 (−$22.78 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.