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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 ~40d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+4.46%
7d Period Avg+6.54%
swing±19.90%
LONG Binance Futures · now
−7.06%
7d avg:+2.86%
SHORT dYdX · now
−2.60%
7d avg:+9.40%
Entry Spread Now
−0.041%
Against youL ask 1,727.2 · S bid 1,726.5−$4.05 at entry
24h range −0.43%…+0.27% · median −0.04%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$36.25
−0.36%
$Avg Daily PnL
+$1.82
+0.0182%
★Best Day
+$6.85
Nov 13
◎Open Interest
Binance Futures$4.03B
dYdX$6.97M⚡Funding APR
+6.64%
annualized · funding only
⚠Execution Cost
−$48.98
entry + exit fees
⏱Payback
26.9d
to break even
◧24h Volume
Binance Futures$15.04BdYdX$24.96MLoading 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 (−$48.98 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.