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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 ~1.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+135.97%
3d Period Avg+9.67%
swing±47.59%
LONG Perpl · now
−48.93%
3d avg:+1.70%
SHORT dYdX · now
+87.05%
3d avg:+11.37%
Entry Spread Now
−0.089%
Against youL ask 115.0320 · S bid 114.9300−$8.87 at entry
24h range −0.77%…+0.30% · median +0.02%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.088%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$45.96
−0.46%
$Avg Daily PnL
+$1.88
+0.0188%
★Best Day
+$6.71
Sep 23
◎Open Interest
⚡Funding APR
+6.88%
annualized · funding only
⚠Execution Cost
−$53.49
entry + exit fees
⏱Payback
28.4d
to break even
◧24h Volume
Loading 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 (−$53.49 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.