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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 ~4.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+56.81%
1d Period Avg+68.59%
swing±15.56%
LONG dYdX · now
+0.00%
1d avg:−0.20%
SHORT Aftermath · now
+56.81%
1d avg:+68.39%
Entry Spread Now
−0.172%
Against youL ask 1.4943 · S bid 1.4917−$17.20 at entry
24h range −0.40%…+0.50% · median +0.05%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$51.45
−0.51%
$Avg Daily PnL
+$18.78
+0.1878%
★Best Day
+$17.54
Oct 1
◎Open Interest
dYdX$391.4K
Aftermath$19.5K⚡Funding APR
+68.55%
annualized · funding only
⚠Execution Cost
−$70.23
entry + exit fees
⏱Payback
3.7d
to break even
◧24h Volume
dYdX$88.2KAftermath$69.8KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$70.23 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.