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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 ~3.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+139.10%
3d Period Avg+91.33%
swing±47.15%
LONG Aftermath · now
+33.03%
3d avg:+69.18%
SHORT dYdX · now
+172.13%
3d avg:+160.51%
Entry Spread Now
+0.069%
In your favorL ask 1,331.39 · S bid 1,332.31+$6.88 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
−$44.93
−0.45%
$Avg Daily PnL
+$25.35
+0.2535%
★Best Day
+$29.66
Sep 30
◎Open Interest
Aftermath$25.2K
dYdX$227.3K⚡Funding APR
+92.51%
annualized · funding only
⚠Execution Cost
−$120.97
entry + exit fees
⏱Payback
4.8d
to break even
◧24h Volume
Aftermath$155.4KdYdX$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 (−$120.97 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.