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updated 12:32:37 PMFunding 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
+161.29%
3d Period Avg+85.29%
LONG dYdX · now
+0.00%
3d avg:−2.81%
SHORT N1 · now
+161.29%
3d avg:+82.48%
Entry Spread Now
+0.317%
Eaten by executionL 0.1680 · S 0.1686+$31.72 if it converges
24h range −0.19%…+0.99% · median +0.08%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$628.69
−6.29%
$Avg Daily PnL
+$17.25
+0.1725%
★Best Day
+$32.19
Aug 15
◎Open Interest
dYdX$21.4K
N1$24.7K⚡Funding APR
+62.94%
annualized · funding only
⚠Execution Cost
−$697.67
entry + exit fees
⏱Payback
1.3mo
to break even
◧24h Volume
dYdX$0N1$1.6KLoading 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 (−$697.67 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.