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updated 12:36:49 PMFunding 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
+46.37%
3d Period Avg+30.45%
LONG WOOFi Pro · nowPERP_LTC_USDC
−11.63%
3d avg:−2.41%
SHORT Reya · nowLTCRUSDPERP
+34.74%
3d avg:+28.04%
Entry Spread Now
−0.039%
Eaten by executionL 44.2800 · S 44.2630−$3.85 if it converges
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
+$12.79
+0.13%
$Avg Daily PnL
+$6.20
+0.0620%
★Best Day
+$11.26
Aug 15
◎Open Interest
WOOFi Pro$13.4K
Reya$4.0K⚡Funding APR
+22.62%
annualized · funding only
⚠Execution Cost
−$12.00
entry + exit fees
⏱Payback
1.9d
to break even
◧24h Volume
WOOFi Pro$116.2KReya$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.