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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 ~6.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.25%
7d Period Avg−4.00%
swing±24.43%
LONG dYdX · now
−0.31%
7d avg:+14.90%
SHORT Katana Perps · now
+10.93%
7d avg:+10.90%
Entry Spread Now
−0.100%
Against youL ask 1,907.9 · S bid 1,906−$9.96 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
−$18.35
−0.18%
$Avg Daily PnL
+$0.19
+0.0019%
★Best Day
+$2.97
Nov 11
◎Open Interest
dYdX$8.43M
Katana Perps$324.7K⚡Funding APR
+0.70%
annualized · funding only
⚠Execution Cost
−$19.69
entry + exit fees
⏱Payback
3.4mo
to break even
◧24h Volume
dYdX$24.84MKatana Perps$6.77MLoading 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 (−$19.69 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.