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updated 7:44:15 AMFunding Arbitrage Backtester
Size$
R-trip cost
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+308.65%
1d Period Avg+288.68%
LONG dYdX · now
−297.25%
1d avg:−277.58%
SHORT Extended · now
+11.40%
1d avg:+11.10%
Entry Spread Now
+0.014%
In your favorL ask 1.4308 · S bid 1.4310+$1.40 at entry
24h range −0.41%…+0.08% · median −0.12%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$12.80
−0.13%
$Avg Daily PnL
+$37.15
+0.3715%
★Best Day
+$43.84
Aug 2
◎Open Interest
dYdX$55.6K
Extended$878.9K⚡Funding APR
+135.59%
annualized · funding only
⚠Execution Cost
−$87.09
entry + exit fees
⏱Payback
2.3d
to break even
◧24h Volume
dYdX$6.8KExtended$10.7KLoading 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 (−$87.09 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.