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updated 10:55:41 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~104d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+7.08%
1d Period Avg+5.81%
swing±17.07%
LONG dYdX · now
+17.02%
1d avg:+20.20%
SHORT BloFin · now
+24.11%
1d avg:+26.01%
Entry Spread Now
−0.952%
Against youL ask 12.4000 · S bid 12.2820−$95.16 at entry
24h range −0.18%…+0.17% · median +0.02%
Long pays every1hShort pays every8h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$203.10
−2.03%
$Avg Daily PnL
−$0.77
−0.0077%
★Best Day
−$0.03
Sep 17
◎Open Interest
dYdX$354.2K
BloFin$5.54M⚡Funding APR
−2.82%
annualized · funding only
⚠Execution Cost
−$201.56
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
dYdX$46.0KBloFin$7.52MLoading 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 (−$201.56 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.