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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 ~3.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+58.39%
3d Period Avg+86.74%
swing±54.00%
LONG dYdX · now
+0.00%
3d avg:−3.12%
SHORT Aftermath · now
+58.39%
3d avg:+83.62%
Entry Spread Now
+1.230%
In your favorL 0.005683 · S 0.005753+$123.02 if it converges
24h range −1.19%…+1.06% · median +0.07%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
+$16.88
+0.17%
$Avg Daily PnL
+$22.84
+0.2284%
★Best Day
+$23.03
Oct 1
◎Open Interest
dYdX$26.0K
Aftermath$1.5K⚡Funding APR
+83.35%
annualized · funding only
⚠Execution Cost
−$51.63
entry + exit fees
⏱Payback
2.3d
to break even
◧24h Volume
dYdX$4.3KAftermath$158.7KLoading 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 (−$51.63 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.