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updated 9:07:05 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~44d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+12.22%
1d Period Avg+15.44%
LONG dYdX · now
+0.00%
1d avg:+14.23%
SHORT Ethereal · now
+12.22%
1d avg:+29.67%
Entry Spread Now
−0.239%
Against youL ask 196.9500 · S bid 196.4800−$23.86 at entry
24h range −0.18%…+0.12% · median −0.00%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
−$143.35
−1.43%
$Avg Daily PnL
+$2.08
+0.0208%
★Best Day
+$5.28
Aug 17
◎Open Interest
dYdX$74.6K⚡Funding APR
+7.60%
annualized · funding only
⚠Execution Cost
−$147.52
entry + exit fees
⏱Payback
2.4mo
to break even
◧24h Volume
dYdX$2.3KLoading 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 (−$147.52 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.