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updated 2:42:58 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%
30d Period Avg+10.07%
LONG dYdX · now
+0.00%
30d avg:+0.89%
SHORT Binance Futures · now
+10.96%
30d avg:+10.96%
Entry Spread Now
+0.170%
In your favorL 0.008920 · S 0.008935+$16.99 if it converges
24h range −0.60%…+0.71% · median −0.03%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.050%
Sparse settlements: long 28%, short 100% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$34.30
+0.34%
$Avg Daily PnL
+$1.75
+0.0175%
★Best Day
+$3.36
Aug 11
◎Open Interest
dYdX$1.7K
Binance Futures$1.48M⚡Funding APR
+6.39%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
11.4d
to break even
◧24h Volume
dYdX$0Binance Futures$742.1KLoading 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.