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updated 10:35:29 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+42.08%
3d Period Avg−29.53%
LONG dYdX · now
+0.00%
3d avg:+58.60%
SHORT N1 · now
+42.08%
3d avg:+29.07%
Entry Spread Now
+0.092%
Eaten by executionL 195.4894 · S 195.6700+$9.24 if it converges
24h range −0.06%…+0.22% · median +0.10%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$93.32
−0.93%
$Avg Daily PnL
−$5.96
−0.0596%
★Best Day
+$6.28
Aug 17
◎Open Interest
dYdX$74.2K
N1$715⚡Funding APR
−21.75%
annualized · funding only
⚠Execution Cost
−$69.48
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
dYdX$1.8KN1$537Loading 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 (−$69.48 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.