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updated 2:40:51 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+366.36%
30d Period Avg+72.79%
LONG Bybit · now
−355.66%
30d avg:−108.69%
SHORT WOOFi Pro · nowPERP_DEXE_USDC_mythos
+10.70%
30d avg:−35.90%
Entry Spread Now
−0.931%
Against youL 1.8573 · S 1.8400−$93.15 if it converges
24h range −0.66%…+0.18% · median −0.17%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
+$421.42
+4.21%
$Avg Daily PnL
+$14.61
+0.1461%
★Best Day
+$66.49
Aug 5
◎Open Interest
⚡Funding APR
+53.34%
annualized · funding only
⚠Execution Cost
−$17.00
entry + exit fees
⏱Payback
1.2d
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.