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updated 5:09:44 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+15.94%
30d Period Avg+8.12%
LONG dYdX · now
+0.00%
30d avg:+0.88%
SHORT BloFin · now
+15.94%
30d avg:+9.00%
Entry Spread Now
−0.068%
Eaten by executionL 0.5139 · S 0.5136−$6.77 if it converges
24h range −0.74%…+0.62% · median +0.01%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$42.45
+0.42%
$Avg Daily PnL
+$2.08
+0.0208%
★Best Day
+$5.08
Aug 8
◎Open Interest
dYdX$14.4K
BloFin$1.34M⚡Funding APR
+7.59%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
10.6d
to break even
◧24h Volume
dYdX$6.4KBloFin$408.5KLoading 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.