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updated —BTC Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+86.08%
1d Period Avg+40.14%
swing±44.94%
LONG dYdX · now
+1.58%
1d avg:+10.99%
SHORT Bullet · now
+87.66%
1d avg:+51.13%
Entry Spread Now
+0.055%
In your favorL ask 77,811 · S bid 77,854+$5.53 at entry
24h range +0.05%…+0.19% · median +0.13%
Long pays every1hShort pays every1h
LONGmaker0.010%/taker0.050%SHORTmaker0.010%/taker0.040%
Loading Funding History…
↗Total PnL
−$12.87
−0.13%
$Avg Daily PnL
+$11.12
+0.1112%
★Best Day
+$5.82
Nov 1
◎Open Interest
dYdX$17.42M
Bullet$1.24M⚡Funding APR
+40.60%
annualized · funding only
⚠Execution Cost
−$23.99
entry + exit fees
⏱Payback
2.2d
to break even
◧24h Volume
dYdX$1.14MBullet$4.16MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$23.99 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.