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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~11d
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+39.07%
3d Period Avgβ34.09%
swingΒ±100.60%
LONG dYdX Β· now
+0.00%
3d avg:+106.04%
SHORT Aftermath Β· now
+39.07%
3d avg:+71.95%
Entry Spread Now
β0.412%
Against youL ask 1,336.07 Β· S bid 1,330.57β$41.17 at entry
24h range β0.93%β¦+0.46% Β· median +0.07%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker-0.005%/taker0.045%
Loading Funding Historyβ¦
βTotal PnL
β$140.72
β1.41%
$Avg Daily PnL
β$9.00
β0.0900%
β
Best Day
+$10.54
Oct 4
βOpen Interest
dYdX$243.2K
Aftermath$25.9Kβ‘Funding APR
β32.86%
annualized Β· funding only
β Execution Cost
β$113.71
entry + exit fees
β±Payback
never
to break even
β§24h Volume
dYdX$17.2KAftermath$114.2KLoading Cumulative PnLβ¦
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 (β$113.71 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.