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updated 10:19:40 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~53d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.01%
3d Period Avg−36.07%
LONG dYdX · now
+0.00%
3d avg:+58.60%
SHORT Ethereal · now
+10.01%
3d avg:+22.53%
Entry Spread Now
−0.458%
Against youL ask 196.4000 · S bid 195.5000−$45.82 at entry
24h range −0.18%…+0.12% · median −0.01%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
−$175.48
−1.75%
$Avg Daily PnL
−$7.25
−0.0725%
★Best Day
+$5.40
Aug 17
◎Open Interest
dYdX$74.3K⚡Funding APR
−26.47%
annualized · funding only
⚠Execution Cost
−$146.48
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
dYdX$1.8KLoading 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 (−$146.48 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.