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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 ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+116.21%
30d Period Avg+45.88%
swing±59.79%
LONG TxFlow · now
−63.98%
30d avg:−18.22%
SHORT dYdX · now
+52.23%
30d avg:+27.66%
Entry Spread Now
+0.102%
In your favorL 0.04257 · S 0.04261+$10.19 if it converges
24h range −0.60%…+0.66% · median +0.11%
Long pays every1hShort pays every1h
LONGmaker0.015%/taker0.045%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$357.78
+3.58%
$Avg Daily PnL
+$12.56
+0.1256%
★Best Day
+$37.93
Sep 30
◎Open Interest
TxFlow$134.0K
dYdX$19.0K⚡Funding APR
+45.84%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
1.5d
to break even
◧24h Volume
TxFlow$325.7KdYdX$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.