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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 ~9.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+37.57%
3d Period Avg+198.17%
swing±111.53%
LONG Variational · now
−19.13%
3d avg:−6.57%
SHORT dYdX · now
+18.44%
3d avg:+191.60%
Entry Spread Now
+0.004%
NeutralL 0.05890 · S 0.05891
24h range −0.42%…+0.66% · median +0.10%
Long pays every8hShort pays every1h
LONGmaker0%/taker0%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$48.67
+0.49%
$Avg Daily PnL
+$37.29
+0.3729%
★Best Day
+$61.46
Sep 23
◎Open Interest
Variational$304.1K
dYdX$97.0K⚡Funding APR
+136.11%
annualized · funding only
⚠Execution Cost
−$100.49
entry + exit fees
⏱Payback
2.7d
to break even
◧24h Volume
Variational$46.4KdYdX$30.8KLoading 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 (−$100.49 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.