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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+58.60%
3d Period Avg+16.20%
swing±26.47%
LONG dYdX · now
−13.61%
3d avg:+6.19%
SHORT Aftermath · now
+44.99%
3d avg:+22.39%
Entry Spread Now
+0.052%
In your favorL ask 2,689.7 · S bid 2,691.09+$5.16 at entry
24h range −0.51%…+0.55% · median +0.02%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$31.72
−0.32%
$Avg Daily PnL
+$4.22
+0.0422%
★Best Day
+$5.40
Oct 1
◎Open Interest
dYdX$12.81M
Aftermath$29.4K⚡Funding APR
+15.41%
annualized · funding only
⚠Execution Cost
−$44.38
entry + exit fees
⏱Payback
10.5d
to break even
◧24h Volume
dYdX$79.09MAftermath$57.4KLoading 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 (−$44.38 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.