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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 ~1.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+43.96%
7d Period Avg+194.18%
swing±85.06%
LONG TxFlow · now
−43.96%
7d avg:−57.52%
SHORT dYdX · now
+0.00%
7d avg:+136.66%
Entry Spread Now
+0.092%
Eaten by executionL 0.1086 · S 0.1087+$9.22 if it converges
24h range −0.67%…+0.82% · median +0.13%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$339.07
+3.39%
$Avg Daily PnL
+$51.65
+0.5165%
★Best Day
+$64.45
Sep 29
◎Open Interest
TxFlow$175.8K
dYdX$5.7K⚡Funding APR
+188.52%
annualized · funding only
⚠Execution Cost
−$22.47
entry + exit fees
⏱Payback
10.6h
to break even
◧24h Volume
TxFlow$152.6KdYdX$17.4KLoading 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 (−$22.47 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.