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updated 2:14:45 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+156.97%
30d Period Avg+24.26%
LONG dYdX · now
−125.54%
30d avg:−6.44%
SHORT BloFin · now
+31.44%
30d avg:+17.82%
Entry Spread Now
−0.057%
Eaten by executionL 0.04737 · S 0.04734−$5.68 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
+$223.36
+2.23%
$Avg Daily PnL
+$7.91
+0.0791%
★Best Day
+$79.08
Aug 13
◎Open Interest
dYdX$9.2K
BloFin$116.3K⚡Funding APR
+28.89%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
2.8d
to break even
◧24h Volume
dYdX$0BloFin$20.2KLoading 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.