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updated 8:44:13 AMFunding 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
+66.57%
3d Period Avg+35.18%
swing±27.32%
LONG dYdX · now
+0.00%
3d avg:+3.78%
SHORT BloFin · now
+66.57%
3d avg:+38.96%
Entry Spread Now
−0.202%
Against youL ask 64.2700 · S bid 64.1400−$20.23 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
−$25.49
−0.25%
$Avg Daily PnL
+$7.70
+0.0770%
★Best Day
+$10.19
Sep 1
◎Open Interest
dYdX$12.1K
BloFin$4.04M⚡Funding APR
+28.11%
annualized · funding only
⚠Execution Cost
−$56.30
entry + exit fees
⏱Payback
7.3d
to break even
◧24h Volume
dYdX$2.7KBloFin$3.46MLoading 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 (−$56.30 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.