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updated 3:21:42 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+14.30%
3d Period Avg+23.59%
LONG WOOFi Pro · nowPERP_CAKE_USDC
−3.34%
3d avg:−16.33%
SHORT Binance Futures · now
+10.96%
3d avg:+7.26%
Entry Spread Now
+0.062%
Eaten by executionL 1.4557 · S 1.4566+$6.18 if it converges
24h range −0.14%…+0.29% · median +0.07%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.030%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$3.38
+0.03%
$Avg Daily PnL
+$4.84
+0.0484%
★Best Day
+$7.40
Aug 15
◎Open Interest
WOOFi Pro$5.1K
Binance Futures$7.43M⚡Funding APR
+17.68%
annualized · funding only
⚠Execution Cost
−$16.00
entry + exit fees
⏱Payback
3.3d
to break even
◧24h Volume
WOOFi Pro$446Binance Futures$5.19MLoading 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 (−$16.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.