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updated 11:16:22 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+46.86%
1d Period Avg+42.67%
LONG WOOFi Pro · nowPERP_LTC_USDC
−11.90%
1d avg:−7.99%
SHORT Reya · nowLTCRUSDPERP
+34.96%
1d avg:+34.68%
Entry Spread Now
+0.006%
NeutralL 44.2900 · S 44.2928
24h range −0.10%…+0.05% · median −0.03%
Long pays every8hShort pays every1h
LONGmaker0%/taker0.030%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
−$0.39
+0.00%
$Avg Daily PnL
+$5.81
+0.0581%
★Best Day
+$5.99
Aug 16
◎Open Interest
WOOFi Pro$14.0K
Reya$4.0K⚡Funding APR
+21.19%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
2.1d
to break even
◧24h Volume
WOOFi Pro$115.1KReya$4.9KLoading 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 (−$12.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.