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updated 6:18:20 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+14.06%
3d Period Avg+3.44%
LONG dYdX · now
+0.00%
3d avg:+7.79%
SHORT BloFin · now
+14.06%
3d avg:+11.23%
Entry Spread Now
+0.011%
NeutralL 0.5103 · S 0.5104
24h range −0.74%…+0.62% · median +0.00%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$19.73
−0.20%
$Avg Daily PnL
+$0.57
+0.0057%
★Best Day
+$2.33
Aug 16
◎Open Interest
dYdX$14.3K
BloFin$1.34M⚡Funding APR
+2.07%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.3mo
to break even
◧24h Volume
dYdX$6.4KBloFin$393.9KLoading 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.