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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 ~13d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+100.81%
30d Period Avg−21.64%
swing±119.98%
LONG dYdX · now
+0.00%
30d avg:+80.25%
SHORT Extended · now
+100.81%
30d avg:+58.61%
Entry Spread Now
+0.002%
NeutralL 552.7358 · S 552.7444
24h range −0.45%…+0.52% · median +0.11%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$487.24
−4.87%
$Avg Daily PnL
−$4.61
−0.0461%
★Best Day
+$20.70
Sep 6
◎Open Interest
⚡Funding APR
−16.83%
annualized · funding only
⚠Execution Cost
−$348.94
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Loading 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 (−$348.94 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.