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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 ~34d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.52%
30d Period Avg+15.19%
swing±18.42%
LONG dYdX · now
+0.00%
30d avg:+0.22%
SHORT MEXC · now
+26.52%
30d avg:+15.41%
Entry Spread Now
−0.118%
Eaten by executionL 7.8082 · S 7.7990−$11.81 if it converges
24h range −0.80%…+0.75% · median −0.01%
Long pays every1hShort pays every8h
LONGmaker0.010%/taker0.050%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
−$122.31
−1.22%
$Avg Daily PnL
+$4.19
+0.0419%
★Best Day
+$7.85
Sep 10
◎Open Interest
⚡Funding APR
+15.28%
annualized · funding only
⚠Execution Cost
−$247.92
entry + exit fees
⏱Payback
2.0mo
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 (−$247.92 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.