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updated 10:55:29 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+24.11%
1d Period Avg+24.11%
LONG dYdX · now
+0.00%
1d avg:+0.00%
SHORT BloFin · now
+24.11%
1d avg:+24.11%
Entry Spread Now
−0.010%
NeutralL 261.0563 · S 261.0300
24h range −0.09%…+0.23% · median +0.05%
Long pays every1hShort pays every8h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$27.82
−0.28%
$Avg Daily PnL
+$3.30
+0.0330%
★Best Day
+$6.60
Sep 18
◎Open Interest
dYdX$11.0K
BloFin$4.00M⚡Funding APR
+12.05%
annualized · funding only
⚠Execution Cost
−$34.42
entry + exit fees
⏱Payback
10.4d
to break even
◧24h Volume
dYdX$6.9KBloFin$3.10MLoading 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 (−$34.42 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.