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updated 2:13:31 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~23d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+16.96%
30d Period Avg+14.65%
LONG dYdX · now
−9.42%
30d avg:−7.98%
SHORT BloFin · now
+7.53%
30d avg:+6.67%
Entry Spread Now
−0.140%
Eaten by executionL 16.1326 · S 16.1100−$14.00 if it converges
24h range −0.28%…+0.31% · median −0.07%
Long pays every1hShort pays every8h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$4.57
+0.05%
$Avg Daily PnL
+$3.59
+0.0359%
★Best Day
+$6.45
Jul 18
◎Open Interest
dYdX$56.4K
BloFin$244.2K⚡Funding APR
+13.10%
annualized · funding only
⚠Execution Cost
−$106.73
entry + exit fees
⏱Payback
29.7d
to break even
◧24h Volume
dYdX$0BloFin$11.4KLoading 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 (−$106.73 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.