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updated 10:33:47 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+132.77%
30d Period Avg+30.67%
LONG Bybit · now
−121.81%
30d avg:−20.13%
SHORT WOOFi Pro · nowPERP_ALLO_USDC_mythos
+10.96%
30d avg:+10.54%
Entry Spread Now
−0.183%
Against youL 0.2672 · S 0.2667−$18.34 if it converges
24h range −0.87%…+0.43% · median −0.11%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
+$234.89
+2.35%
$Avg Daily PnL
+$8.13
+0.0813%
★Best Day
+$28.49
Jul 26
◎Open Interest
⚡Funding APR
+29.66%
annualized · funding only
⚠Execution Cost
−$17.00
entry + exit fees
⏱Payback
2.1d
to break even
◧24h Volume
Loading 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.