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updated 11:16:14 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.34%
1d Period Avg+35.98%
LONG dYdX · now
−22.34%
1d avg:−34.82%
SHORT Perpl · now
+0.00%
1d avg:+1.16%
Entry Spread Now
−0.016%
Against youL ask 75.2000 · S bid 75.1880−$1.60 at entry
24h range −0.03%…+0.06% · median +0.02%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.050%/taker0.088%
Loading Funding History…
↗Total PnL
−$29.47
−0.29%
$Avg Daily PnL
+$4.84
+0.0484%
★Best Day
+$5.66
Aug 16
◎Open Interest
dYdX$5.65M
Perpl$273.3K⚡Funding APR
+17.67%
annualized · funding only
⚠Execution Cost
−$39.15
entry + exit fees
⏱Payback
8.1d
to break even
◧24h Volume
dYdX$501.8KPerpl$680.6KLoading 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 (−$39.15 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.