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updated 11:11:49 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~16d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+156.91%
1d Period Avg+78.00%
LONG dYdX · now
+0.00%
1d avg:−1.70%
SHORT N1 · now
+156.91%
1d avg:+76.30%
Entry Spread Now
+0.445%
Eaten by executionL 0.1677 · S 0.1684+$44.48 if it converges
24h range −0.19%…+0.99% · median +0.05%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$684.21
−6.84%
$Avg Daily PnL
+$10.32
+0.1032%
★Best Day
+$12.03
Aug 16
◎Open Interest
dYdX$21.4K
N1$24.6K⚡Funding APR
+37.68%
annualized · funding only
⚠Execution Cost
−$704.86
entry + exit fees
⏱Payback
2.3mo
to break even
◧24h Volume
dYdX$0N1$2.2KLoading 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 (−$704.86 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.