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updated 12:00:39 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+17.37%
3d Period Avg+79.86%
LONG Bybit · now
−6.43%
3d avg:−71.62%
SHORT WOOFi Pro · nowPERP_ALLO_USDC_mythos
+10.94%
3d avg:+8.24%
Entry Spread Now
+0.106%
In your favorL 0.2731 · S 0.2734+$10.62 if it converges
24h range −0.87%…+0.74% · median −0.11%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
+$44.95
+0.45%
$Avg Daily PnL
+$15.49
+0.1549%
★Best Day
+$28.37
Aug 15
◎Open Interest
Bybit$4.10M
WOOFi Pro$3.1K⚡Funding APR
+56.53%
annualized · funding only
⚠Execution Cost
−$17.00
entry + exit fees
⏱Payback
1.1d
to break even
◧24h Volume
Bybit$1.94MWOOFi Pro$5.6KLoading 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 (−$17.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.