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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 ~2.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+196.59%
1d Period Avg+68.55%
swing±33.88%
LONG Aftermath · now
−19.53%
1d avg:+94.39%
SHORT dYdX · now
+177.07%
1d avg:+162.94%
Entry Spread Now
+0.183%
In your favorL ask 1,332.28 · S bid 1,334.72+$18.34 at entry
24h range −1.56%…+0.51% · median −0.07%
Long pays every1hShort pays every1h
LONGmaker-0.005%/taker0.045%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$84.64
−0.85%
$Avg Daily PnL
+$20.70
+0.2070%
★Best Day
+$16.36
Oct 1
◎Open Interest
Aftermath$21.0K
dYdX$227.7K⚡Funding APR
+75.56%
annualized · funding only
⚠Execution Cost
−$105.34
entry + exit fees
⏱Payback
5.1d
to break even
◧24h Volume
Aftermath$149.1KdYdX$19.7KLoading 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 (−$105.34 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.