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updated 6:18:35 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+46.43%
3d Period Avg+35.56%
LONG dYdX · now
+0.00%
3d avg:+10.62%
SHORT Ethereal · now
+46.43%
3d avg:+46.18%
Entry Spread Now
−5.715%
Against youL ask 442.0200 · S bid 416.7600−$571.47 at entry
24h range −0.45%…+0.17% · median −0.14%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
−$4.94
−0.05%
$Avg Daily PnL
+$7.39
+0.0739%
★Best Day
+$15.17
Aug 16
◎Open Interest
dYdX$92.6K⚡Funding APR
+26.96%
annualized · funding only
⚠Execution Cost
−$34.48
entry + exit fees
⏱Payback
4.7d
to break even
◧24h Volume
dYdX$1.5KLoading 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 (−$34.48 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.