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updated 4:31:51 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.96%
3d Period Avg+10.23%
LONG dYdX · now
+0.00%
3d avg:+0.73%
SHORT Binance Futures · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.019%
NeutralL 0.008942 · S 0.008940
24h range −0.60%…+0.71% · median −0.01%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$10.37
−0.10%
$Avg Daily PnL
+$2.41
+0.0241%
★Best Day
+$3.27
Aug 16
◎Open Interest
dYdX$1.7K
Binance Futures$1.48M⚡Funding APR
+8.78%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
8.3d
to break even
◧24h Volume
dYdX$0Binance Futures$712.4KLoading 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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.