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updated 12:36:14 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~8.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.63%
3d Period Avg+17.24%
LONG dYdX · now
+0.00%
3d avg:+0.00%
SHORT BloFin · now
+22.63%
3d avg:+17.24%
Entry Spread Now
−0.057%
Against youL ask 0.06985 · S bid 0.06981−$5.73 at entry
24h range −0.03%…+0.10% · median +0.04%
Long pays every1hShort pays every8h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$36.63
−0.37%
$Avg Daily PnL
+$3.54
+0.0354%
★Best Day
+$5.96
Aug 15
◎Open Interest
dYdX$173.5K
BloFin$11.29M⚡Funding APR
+12.92%
annualized · funding only
⚠Execution Cost
−$50.79
entry + exit fees
⏱Payback
14.3d
to break even
◧24h Volume
dYdX$1.5KBloFin$2.34MLoading 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 (−$50.79 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.