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updated 5:09:54 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+75.77%
30d Period Avg−57.84%
LONG dYdX · now
+0.00%
30d avg:+88.11%
SHORT Ethereal · now
+75.77%
30d avg:+30.27%
Entry Spread Now
−3.157%
Against youL ask 427.6700 · S bid 414.1700−$315.66 at entry
24h range −0.45%…+0.17% · median −0.13%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
−$446.26
−4.46%
$Avg Daily PnL
−$13.25
−0.1325%
★Best Day
+$15.17
Aug 16
◎Open Interest
dYdX$92.0K⚡Funding APR
−48.37%
annualized · funding only
⚠Execution Cost
−$35.41
entry + exit fees
⏱Payback
never
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 (−$35.41 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.