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updated 6:18:37 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~9.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+301.59%
3d Period Avg+163.99%
LONG dYdX · now
−279.67%
3d avg:−174.07%
SHORT Toobit · nowEUR-SWAP-USDT
+21.92%
3d avg:−10.08%
Entry Spread Now
+0.054%
Eaten by executionL 1.1589 · S 1.1595+$5.45 if it converges
24h range +0.08%…+0.17% · median +0.12%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$659.35
−6.59%
$Avg Daily PnL
+$35.61
+0.3561%
★Best Day
+$45.82
Aug 15
◎Open Interest
dYdX$3.1K
Toobit$27.4K⚡Funding APR
+129.99%
annualized · funding only
⚠Execution Cost
−$801.81
entry + exit fees
⏱Payback
22.5d
to break even
◧24h Volume
dYdX$0Toobit$617.0KLoading 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 (−$801.81 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.