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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~111d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.40%
3d Period Avg−20.00%
swing±164.03%
LONG dYdX · now
+0.00%
3d avg:+104.15%
SHORT Extended · now
+11.40%
3d avg:+84.15%
Entry Spread Now
−0.136%
Eaten by executionL 555.7078 · S 554.9542−$13.56 if it converges
24h range −0.45%…+0.52% · median +0.10%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$359.82
−3.60%
$Avg Daily PnL
−$3.08
−0.0308%
★Best Day
+$8.52
Sep 23
◎Open Interest
dYdX$102.9K
Extended$3.55M⚡Funding APR
−11.25%
annualized · funding only
⚠Execution Cost
−$347.49
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
dYdX$19.6KExtended$2.92MLoading 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 (−$347.49 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.