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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 ~4.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+23.18%
3d Period Avg+15.18%
swing±16.92%
LONG TxFlow · now
−11.11%
3d avg:−1.76%
SHORT WOOFi Pro · nowPERP_LINK_USDC
+12.08%
3d avg:+13.42%
Entry Spread Now
+0.121%
Eaten by executionL 14.0640 · S 14.0810+$12.09 if it converges
24h range −0.06%…+0.22% · median +0.10%
Long pays every1hShort pays every8h
LONGmaker0.015%/taker0.045%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
−$15.38
−0.15%
$Avg Daily PnL
+$4.98
+0.0498%
★Best Day
+$4.47
Oct 3
◎Open Interest
⚡Funding APR
+18.19%
annualized · funding only
⚠Execution Cost
−$30.33
entry + exit fees
⏱Payback
6.1d
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 (−$30.33 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.