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updated 2:37:13 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+556.21%
30d Period Avg+155.18%
LONG Bitunix · now
+10.96%
30d avg:+4.96%
SHORT dYdX · now
+567.16%
30d avg:+160.14%
Entry Spread Now
−0.049%
Eaten by executionL 0.03550 · S 0.03548−$4.87 if it converges
24h range −0.24%…+19.69% · median +18.02%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.050%
Limited funding history — chart clipped to available data
- Bitunix (Long): data starts Jul 30, 2026 (18d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 61%, short 25% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$270.73
+2.71%
$Avg Daily PnL
+$15.41
+0.1541%
★Best Day
+$83.01
Aug 16
◎Open Interest
Bitunix—
dYdX$9.1K⚡Funding APR
+56.24%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.4d
to break even
◧24h Volume
Bitunix$83.9KdYdX$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.