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updated 5:05:05 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+341.58%
3d Period Avg+60.13%
swing±92.40%
LONG Pionex · nowBRENTOIL_USDT_PERP
−521.13%
3d avg:−72.16%
SHORT WOOFi Pro · nowPERP_BZ_USDC
−179.55%
3d avg:−12.03%
Entry Spread Now
−0.869%
Against youL ask 101.2800 · S bid 100.4000−$86.89 at entry
24h range −0.67%…+0.33% · median −0.30%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
−$85.19
−0.85%
$Avg Daily PnL
+$5.83
+0.0583%
★Best Day
+$29.44
Sep 14
◎Open Interest
Pionex$2.42M
WOOFi Pro$29.9K⚡Funding APR
+21.26%
annualized · funding only
⚠Execution Cost
−$108.49
entry + exit fees
⏱Payback
18.6d
to break even
◧24h Volume
Pionex$6.51MWOOFi Pro$6.2KLoading 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 (−$108.49 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.