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updated 10:55:22 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+37.26%
1d Period Avg+22.65%
swing±10.05%
LONG dYdX · now
+0.00%
1d avg:+0.00%
SHORT BloFin · now
+37.26%
1d avg:+22.65%
Entry Spread Now
−0.038%
Eaten by executionL 2.0878 · S 2.0870−$3.79 if it converges
24h range −0.76%…+0.42% · median −0.03%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$25.42
−0.25%
$Avg Daily PnL
+$3.10
+0.0310%
★Best Day
+$6.20
Sep 18
◎Open Interest
dYdX$24.4K
BloFin$3.84M⚡Funding APR
+11.32%
annualized · funding only
⚠Execution Cost
−$31.62
entry + exit fees
⏱Payback
10.2d
to break even
◧24h Volume
dYdX$2.9KBloFin$337.4KLoading 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 (−$31.62 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.