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updated 3:57:05 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~30d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.56%
3d Period Avg+13.60%
LONG dYdX · now
+0.00%
3d avg:−2.58%
SHORT BloFin · now
+10.56%
3d avg:+11.02%
Entry Spread Now
−0.015%
NeutralL 16.4325 · S 16.4300
24h range −0.35%…+0.31% · median −0.07%
Long pays every1hShort pays every8h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$74.73
−0.75%
$Avg Daily PnL
+$2.78
+0.0278%
★Best Day
+$4.09
Aug 16
◎Open Interest
dYdX$57.5K
BloFin$243.1K⚡Funding APR
+10.15%
annualized · funding only
⚠Execution Cost
−$85.85
entry + exit fees
⏱Payback
1.0mo
to break even
◧24h Volume
dYdX$0BloFin$12.3KLoading 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 (−$85.85 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.