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updated 7:14:41 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.96%
1d Period Avg+10.96%
LONG dYdX · now
+0.00%
1d avg:+0.00%
SHORT Binance Futures · now
+10.96%
1d avg:+10.96%
Entry Spread Now
+0.092%
Eaten by executionL 0.2164 · S 0.2166+$9.18 if it converges
24h range −0.60%…+0.40% · median −0.10%
Long pays every1hShort pays every8h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$17.00
−0.17%
$Avg Daily PnL
+$1.50
+0.0150%
★Best Day
+$2.00
Sep 1
◎Open Interest
dYdX$10.1K
Binance Futures$2.49M⚡Funding APR
+5.48%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
13.3d
to break even
◧24h Volume
dYdX$0Binance Futures$3.54MLoading 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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.