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updated 2:41:41 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~8.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+9.01%
30d Period Avg+10.41%
LONG dYdX · now
+0.00%
30d avg:−0.06%
SHORT BloFin · now
+9.01%
30d avg:+10.35%
Entry Spread Now
−0.181%
Against youL 0.003877 · S 0.003870−$18.08 if it converges
24h range −0.78%…+3.39% · median −0.12%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$63.97
+0.64%
$Avg Daily PnL
+$2.77
+0.0277%
★Best Day
+$3.88
Jul 21
◎Open Interest
dYdX$8.9K
BloFin$154.5K⚡Funding APR
+10.12%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
7.9d
to break even
◧24h Volume
dYdX$0BloFin$23.4KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.