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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+44.61%
3d Period Avg+22.52%
swing±21.60%
LONG WOOFi Pro · nowPERP_JUP_USDC
−44.95%
3d avg:+0.98%
SHORT BloFin · now
−0.34%
3d avg:+23.50%
Entry Spread Now
+0.035%
Eaten by executionL 0.2828 · S 0.2829+$3.54 if it converges
24h range −0.73%…+0.87% · median −0.03%
Long pays every4hShort pays every4h
LONGmaker0%/taker0.030%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$0.49
+0.00%
$Avg Daily PnL
+$4.62
+0.0462%
★Best Day
+$9.87
Sep 23
◎Open Interest
⚡Funding APR
+16.87%
annualized · funding only
⚠Execution Cost
−$18.00
entry + exit fees
⏱Payback
3.9d
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.