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updated 9:32:54 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~11142d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.02%
3d Period Avg+0.84%
LONG WOOFi Pro · nowPERP_SNXX_USDC_mythos
+10.93%
3d avg:+10.12%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.011%
NeutralL 18.9100 · S 18.9080
24h range −0.68%…+1.67% · median +0.08%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.030%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$60.36
−0.60%
$Avg Daily PnL
+$0.23
+0.0023%
★Best Day
+$0.40
Aug 16
◎Open Interest
⚡Funding APR
+0.84%
annualized · funding only
⚠Execution Cost
−$61.05
entry + exit fees
⏱Payback
8.9mo
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 (−$61.05 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.