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updated 6:39:49 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+38.68%
1d Period Avg+36.51%
LONG Gate.io · nowBZ_USDT
−27.72%
1d avg:−25.59%
SHORT WOOFi Pro · nowPERP_BZ_USDC
+10.96%
1d avg:+10.92%
Entry Spread Now
+0.180%
Eaten by executionL 88.7600 · S 88.9200+$18.03 if it converges
24h range −0.27%…+0.70% · median +0.08%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
−$31.47
−0.31%
$Avg Daily PnL
+$4.73
+0.0473%
★Best Day
+$8.96
Aug 17
◎Open Interest
Gate.io$5.42M
WOOFi Pro$18.9K⚡Funding APR
+17.26%
annualized · funding only
⚠Execution Cost
−$40.93
entry + exit fees
⏱Payback
8.7d
to break even
◧24h Volume
Gate.io$11.30MWOOFi Pro$2.7KLoading 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 (−$40.93 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.