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updated 2:51:36 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
−5.35%
3d Period Avg+96.08%
LONG OKX · nowXLM-USDT-SWAP
+5.35%
3d avg:+10.45%
SHORT dYdX · now
+0.00%
3d avg:+106.53%
Entry Spread Now
+0.084%
Eaten by executionL 0.1791 · S 0.1793+$8.43 if it converges
24h range −0.31%…+0.38% · median +0.06%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$58.73
+0.59%
$Avg Daily PnL
+$19.68
+0.1968%
★Best Day
+$35.29
Aug 24
◎Open Interest
OKX$8.47M
dYdX$23.2K⚡Funding APR
+71.84%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
1.0d
to break even
◧24h Volume
OKX$15.64MdYdX$29.7KLoading 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.