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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 ~4.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+119.20%
1d Period Avg+101.97%
swing±26.49%
LONG TxFlow · now
−21.64%
1d avg:−15.52%
SHORT dYdX · now
+97.56%
1d avg:+86.45%
Entry Spread Now
+0.227%
In your favorL ask 70.5000 · S bid 70.6600+$22.70 at entry
24h range −0.05%…+0.16% · median +0.07%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$101.89
−1.02%
$Avg Daily PnL
+$27.92
+0.2792%
★Best Day
+$26.84
Sep 27
◎Open Interest
TxFlow$322.5K
dYdX$485.5K⚡Funding APR
+101.90%
annualized · funding only
⚠Execution Cost
−$129.81
entry + exit fees
⏱Payback
4.7d
to break even
◧24h Volume
TxFlow$356.4KdYdX$2.1KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$129.81 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.