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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~84d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.91%
1d Period Avg+31.84%
swing±6.28%
LONG dYdX · now
+34.35%
1d avg:+5.42%
SHORT BloFin · now
+37.26%
1d avg:+37.26%
Entry Spread Now
−0.090%
Against youL ask 90.5800 · S bid 90.4980−$9.05 at entry
24h range −0.12%…+0.12% · median +0.01%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$58.23
−0.58%
$Avg Daily PnL
+$8.64
+0.0864%
★Best Day
+$4.38
Oct 4
◎Open Interest
⚡Funding APR
+31.55%
annualized · funding only
⚠Execution Cost
−$66.87
entry + exit fees
⏱Payback
7.7d
to break even
◧24h Volume
Loading 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 (−$66.87 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.