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updated 12:17:38 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−21.15%
3d Period Avg+10.73%
swing±10.53%
LONG dYdX · now
+45.25%
3d avg:+9.98%
SHORT BloFin · now
+24.11%
3d avg:+20.71%
Entry Spread Now
−1.009%
Against youL ask 12.3910 · S bid 12.2660−$100.88 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
−$109.30
−1.09%
$Avg Daily PnL
+$0.62
+0.0062%
★Best Day
+$3.27
Sep 17
◎Open Interest
dYdX$353.6K
BloFin$5.55M⚡Funding APR
+2.25%
annualized · funding only
⚠Execution Cost
−$111.77
entry + exit fees
⏱Payback
6.0mo
to break even
◧24h Volume
dYdX$46.0KBloFin$7.53MLoading 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 (−$111.77 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.