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updated 7:15:18 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+76.08%
1d Period Avg+59.76%
swing±19.37%
LONG dYdX · now
+0.00%
1d avg:+0.07%
SHORT BloFin · now
+76.08%
1d avg:+59.83%
Entry Spread Now
−0.109%
Against youL ask 64.2600 · S bid 64.1900−$10.89 at entry
24h range −0.08%…+0.30% · median +0.13%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$40.21
−0.40%
$Avg Daily PnL
+$7.26
+0.0726%
★Best Day
+$7.79
Sep 1
◎Open Interest
dYdX$12.1K
BloFin$4.03M⚡Funding APR
+26.51%
annualized · funding only
⚠Execution Cost
−$54.73
entry + exit fees
⏱Payback
7.5d
to break even
◧24h Volume
dYdX$2.7KBloFin$3.98MLoading 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 (−$54.73 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.