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updated 12:39:48 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+42.22%
3d Period Avg+19.06%
LONG dYdX · now
−29.99%
3d avg:−24.60%
SHORT Perpl · now
+12.23%
3d avg:−5.54%
Entry Spread Now
−0.017%
Against youL ask 75.1900 · S bid 75.1770−$1.73 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
−$15.32
−0.15%
$Avg Daily PnL
+$4.30
+0.0430%
★Best Day
+$10.36
Aug 15
◎Open Interest
dYdX$5.65M
Perpl$266.7K⚡Funding APR
+15.70%
annualized · funding only
⚠Execution Cost
−$32.53
entry + exit fees
⏱Payback
7.6d
to break even
◧24h Volume
dYdX$495.7KPerpl$716.8KLoading 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 (−$32.53 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.