← Back to Screener
updated 8:01:22 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+41.64%
3d Period Avg+23.56%
LONG Gate.io · nowBZ_USDT
−30.68%
3d avg:−14.03%
SHORT WOOFi Pro · nowPERP_BZ_USDC
+10.96%
3d avg:+9.53%
Entry Spread Now
+0.067%
Eaten by executionL 88.9600 · S 89.0200+$6.74 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
−$21.91
−0.22%
$Avg Daily PnL
+$6.50
+0.0650%
★Best Day
+$8.96
Aug 17
◎Open Interest
Gate.io$5.44M
WOOFi Pro$18.9K⚡Funding APR
+23.72%
annualized · funding only
⚠Execution Cost
−$41.40
entry + exit fees
⏱Payback
6.4d
to break even
◧24h Volume
Gate.io$11.38MWOOFi Pro$221Loading 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 (−$41.40 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.