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updated 5:05:00 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+30.83%
30d Period Avg+20.86%
LONG WOOFi Pro · nowPERP_FET_USDC
−8.55%
30d avg:−4.24%
SHORT BloFin · now
+22.28%
30d avg:+16.62%
Entry Spread Now
+0.000%
NeutralL 0.1226 · S 0.1226
24h range −0.08%…+0.25% · median +0.08%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.030%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$153.31
+1.53%
$Avg Daily PnL
+$5.53
+0.0553%
★Best Day
+$8.79
Jul 25
◎Open Interest
⚡Funding APR
+20.17%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
3.3d
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 (−$18.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.