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updated 5:10:03 AMFunding 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
+361.29%
30d Period Avg+46.66%
LONG dYdX · now
−339.37%
30d avg:−41.31%
SHORT Toobit · nowEUR-SWAP-USDT
+21.92%
30d avg:+5.35%
Entry Spread Now
+0.131%
Eaten by executionL 1.1579 · S 1.1594+$13.06 if it converges
24h range +0.08%…+0.17% · median +0.11%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$415.59
−4.16%
$Avg Daily PnL
+$12.71
+0.1271%
★Best Day
+$45.82
Aug 15
◎Open Interest
dYdX$3.1K
Toobit$45.6K⚡Funding APR
+46.39%
annualized · funding only
⚠Execution Cost
−$809.56
entry + exit fees
⏱Payback
2.1mo
to break even
◧24h Volume
dYdX$0Toobit$479.7KLoading 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 (−$809.56 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.