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updated 3:19:42 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+210.37%
3d Period Avg+178.64%
LONG dYdX · now
−174.94%
3d avg:−147.58%
SHORT BloFin · now
+35.43%
3d avg:+31.06%
Entry Spread Now
−0.039%
Eaten by executionL 0.04741 · S 0.04739−$3.90 if it converges
24h range −0.24%…+0.22% · median −0.08%
Long pays every1hShort pays every8h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$96.72
+0.97%
$Avg Daily PnL
+$29.68
+0.2968%
★Best Day
+$39.19
Aug 15
◎Open Interest
dYdX$9.2K
BloFin$62.8K⚡Funding APR
+108.33%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
17.8h
to break even
◧24h Volume
dYdX$0BloFin$16.2KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.