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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 ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+133.12%
3d Period Avg+137.37%
swing±43.57%
LONG TxFlow · now
−59.83%
3d avg:−74.81%
SHORT dYdX · now
+73.29%
3d avg:+62.56%
Entry Spread Now
+0.233%
In your favorL 0.04195 · S 0.04205+$23.30 if it converges
24h range −0.60%…+0.66% · median +0.12%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$93.83
+0.94%
$Avg Daily PnL
+$37.61
+0.3761%
★Best Day
+$37.93
Sep 30
◎Open Interest
TxFlow$132.2K
dYdX$18.7K⚡Funding APR
+137.27%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
12.2h
to break even
◧24h Volume
TxFlow$326.9KdYdX$766Loading 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 (−$19.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.