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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 ~5.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+66.81%
3d Period Avg+61.38%
swing±15.91%
LONG dYdX · now
−0.92%
3d avg:−0.35%
SHORT Aftermath · now
+65.89%
3d avg:+61.03%
Entry Spread Now
−0.378%
Against youL ask 1.5017 · S bid 1.4960−$37.82 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
−$42.38
−0.42%
$Avg Daily PnL
+$16.80
+0.1680%
★Best Day
+$19.15
Oct 1
◎Open Interest
dYdX$398.3K
Aftermath$19.4K⚡Funding APR
+61.33%
annualized · funding only
⚠Execution Cost
−$92.78
entry + exit fees
⏱Payback
5.5d
to break even
◧24h Volume
dYdX$90.5KAftermath$69.4KLoading 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 (−$92.78 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.