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updated 9:30:26 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+46.46%
1d Period Avg+17.88%
LONG dYdX · now
+0.00%
1d avg:+14.23%
SHORT N1 · now
+46.46%
1d avg:+32.11%
Entry Spread Now
+0.153%
Eaten by executionL 196.4103 · S 196.7100+$15.26 if it converges
24h range −0.06%…+0.22% · median +0.09%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$65.42
−0.65%
$Avg Daily PnL
+$2.37
+0.0237%
★Best Day
+$5.76
Aug 17
◎Open Interest
dYdX$74.6K
N1$719⚡Funding APR
+8.66%
annualized · funding only
⚠Execution Cost
−$70.17
entry + exit fees
⏱Payback
29.6d
to break even
◧24h Volume
dYdX$2.3KN1$542Loading 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 (−$70.17 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.