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updated 2:11:55 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+42.40%
30d Period Avg+10.18%
LONG WOOFi Pro · nowPERP_LTC_USDC
−9.44%
30d avg:+2.29%
SHORT Reya · nowLTCRUSDPERP
+32.96%
30d avg:+12.47%
Entry Spread Now
−0.084%
Eaten by executionL 44.2400 · S 44.2030−$8.35 if it converges
24h range −0.12%…+0.22% · median −0.02%
Long pays every8hShort pays every1h
LONGmaker0%/taker0.030%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
+$56.54
+0.57%
$Avg Daily PnL
+$2.71
+0.0271%
★Best Day
+$11.75
Aug 16
◎Open Interest
WOOFi Pro$42.9K
Reya$3.9K⚡Funding APR
+9.88%
annualized · funding only
⚠Execution Cost
−$27.37
entry + exit fees
⏱Payback
10.1d
to break even
◧24h Volume
WOOFi Pro$174.6KReya$3.6KLoading 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 (−$27.37 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.