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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 ~11d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+67.12%
1d Period Avg+65.26%
swing±23.85%
LONG TxFlow · now
−13.81%
1d avg:−9.11%
SHORT dYdX · now
+53.32%
1d avg:+56.15%
Entry Spread Now
−0.064%
Eaten by executionL 13.9320 · S 13.9231−$6.42 if it converges
24h range −0.08%…+0.28% · median +0.06%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$184.84
−1.85%
$Avg Daily PnL
+$17.87
+0.1787%
★Best Day
+$16.68
Sep 27
◎Open Interest
TxFlow$15.6K
dYdX$368.8K⚡Funding APR
+65.22%
annualized · funding only
⚠Execution Cost
−$202.71
entry + exit fees
⏱Payback
11.3d
to break even
◧24h Volume
TxFlow$216.7KdYdX$57.5KLoading 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 (−$202.71 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.