Funding Arbitrage Backtester

updated 6:51:36 PM

Size$

R-trip cost

Funding ArbitrageLooking at price convergence? → /price-pair

Net Funding APR · Now

+9.03%

3d Avg—

LONG edgeX

−9.03%

3d: —

SHORT dYdX

+0.00%

3d: —

Long pays every4hShort pays every1h

LONGmaker0.018%/taker0.038%SHORTmaker0.010%/taker0.050%

Loading Funding History…

↗Total PnL

−$163.55

−1.64%

$Avg Daily PnL

+$0.70

+0.0070%

∑Funding PnL

+$2.81

before cost

%Win Rate

100.0%

positive days

★Best Day

+$1.35

May 18

◎Open Interest

edgeX$45.65M

dYdX$375.3K

⚡APR

−149.24%

annualized

⚠Execution Cost

−$166.36

entry + exit fees

⏱Payback

7.9mo

to break even

⤓Max Drawdown

+$0.00

peak → trough

✕Worst Day

+$0.07

May 15

◧24h Volume

edgeX$58.75M

dYdX$90.8K

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 (−$166.36 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.