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updated 4:31:13 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+209.74%
3d Period Avg+339.00%
LONG Bitunix · now
+10.96%
3d avg:+8.67%
SHORT dYdX · now
+220.69%
3d avg:+347.67%
Entry Spread Now
−0.006%
NeutralL 0.03558 · S 0.03558
24h range −0.16%…+19.69% · median +17.89%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
+$167.46
+1.67%
$Avg Daily PnL
+$47.37
+0.4737%
★Best Day
+$83.01
Aug 16
◎Open Interest
Bitunix—
dYdX$9.1K⚡Funding APR
+172.88%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
11.0h
to break even
◧24h Volume
Bitunix$83.2KdYdX$0Loading 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.