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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 ~9.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+119.10%
3d Period Avg+165.18%
swing±152.21%
LONG Phemex · now
+8.65%
3d avg:−2.58%
SHORT dYdX · now
+127.75%
3d avg:+162.60%
Entry Spread Now
+0.081%
In your favorL ask 0.4971 · S bid 0.4975+$8.05 at entry
24h range −0.12%…+0.35% · median +0.00%
Long pays every4hShort pays every1h
LONGmaker0.010%/taker0.060%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$205.05
−2.05%
$Avg Daily PnL
+$35.06
+0.3506%
★Best Day
+$35.95
Sep 29
◎Open Interest
Phemex$4.07M
dYdX$275.8K⚡Funding APR
+127.95%
annualized · funding only
⚠Execution Cost
−$310.22
entry + exit fees
⏱Payback
8.8d
to break even
◧24h Volume
Phemex$8.96MdYdX$56.3KLoading 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 (−$310.22 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.