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updated 9:03:12 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
+11.40%
3d Period Avg+111.00%
LONG dYdX · now
+0.00%
3d avg:−101.78%
SHORT Extended · now
+11.40%
3d avg:+9.22%
Entry Spread Now
+0.119%
In your favorL ask 1.4333 · S bid 1.4350+$11.86 at entry
24h range −0.34%…+0.08% · median −0.12%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$6.54
−0.07%
$Avg Daily PnL
+$21.85
+0.2185%
★Best Day
+$44.88
Aug 2
◎Open Interest
dYdX$55.4K
Extended$879.5K⚡Funding APR
+79.74%
annualized · funding only
⚠Execution Cost
−$93.92
entry + exit fees
⏱Payback
4.3d
to break even
◧24h Volume
dYdX$8.8KExtended$11.5KLoading 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 (−$93.92 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.