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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+24.11%
30d Period Avg+13.92%
swing±16.93%
LONG dYdX · now
+0.00%
30d avg:+1.42%
SHORT BloFin · now
+24.11%
30d avg:+15.34%
Entry Spread Now
−0.008%
NeutralL 337.8662 · S 337.8400
24h range −0.22%…+0.51% · median +0.04%
Long pays every1hShort pays every8h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$59.08
+0.59%
$Avg Daily PnL
+$3.16
+0.0316%
★Best Day
+$7.14
Aug 28
◎Open Interest
⚡Funding APR
+11.54%
annualized · funding only
⚠Execution Cost
−$35.73
entry + exit fees
⏱Payback
11.3d
to break even
◧24h Volume
Loading 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 (−$35.73 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.