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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 ~1.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+87.07%
30d Period Avg+7.98%
swing±26.68%
LONG Perpl · now
+0.00%
30d avg:−8.01%
SHORT dYdX · now
+87.07%
30d avg:−0.03%
Entry Spread Now
+0.061%
In your favorL ask 114.9500 · S bid 115.0200+$6.09 at entry
24h range −0.77%…+0.30% · median +0.01%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.088%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$23.01
+0.23%
$Avg Daily PnL
+$2.19
+0.0219%
★Best Day
+$12.57
Sep 20
◎Open Interest
⚡Funding APR
+8.00%
annualized · funding only
⚠Execution Cost
−$42.77
entry + exit fees
⏱Payback
19.5d
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 (−$42.77 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.