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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 ~13d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.52%
3d Period Avg+26.94%
swing±2.26%
LONG dYdX · now
+0.00%
3d avg:+0.30%
SHORT MEXC · now
+26.52%
3d avg:+27.24%
Entry Spread Now
−0.077%
Eaten by executionL 7.8180 · S 7.8120−$7.67 if it converges
24h range −0.80%…+0.75% · median −0.02%
Long pays every1hShort pays every8h
LONGmaker0.010%/taker0.050%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
−$75.36
−0.75%
$Avg Daily PnL
+$5.53
+0.0553%
★Best Day
+$7.81
Sep 22
◎Open Interest
⚡Funding APR
+20.17%
annualized · funding only
⚠Execution Cost
−$97.46
entry + exit fees
⏱Payback
17.6d
to break even
◧24h Volume
Loading 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 (−$97.46 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.