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updated 1:14:15 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−4.83%
3d Period Avg+99.02%
LONG OKX · nowXLM-USDT-SWAP
+4.83%
3d avg:+10.59%
SHORT dYdX · now
+0.00%
3d avg:+109.61%
Entry Spread Now
+0.151%
In your favorL 0.1820 · S 0.1823+$15.06 if it converges
24h range −0.32%…+0.38% · median +0.06%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$60.17
+0.60%
$Avg Daily PnL
+$20.04
+0.2004%
★Best Day
+$35.29
Aug 24
◎Open Interest
OKX$8.71M
dYdX$23.6K⚡Funding APR
+73.16%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
1.0d
to break even
◧24h Volume
OKX$16.42MdYdX$37.6KLoading 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.