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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 ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+143.66%
3d Period Avg+118.74%
swing±131.92%
LONG TxFlow · now
−39.47%
3d avg:−11.30%
SHORT dYdX · now
+104.18%
3d avg:+107.44%
Entry Spread Now
+0.085%
Eaten by executionL 0.08981 · S 0.08989+$8.54 if it converges
24h range −0.30%…+0.66% · median +0.07%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$77.66
+0.78%
$Avg Daily PnL
+$24.17
+0.2417%
★Best Day
+$43.70
Sep 21
◎Open Interest
TxFlow$13.4K
dYdX$39.3K⚡Funding APR
+88.20%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
19.0h
to break even
◧24h Volume
TxFlow$247.6KdYdX$21.3KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$19.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.