← Back to Screener
updated 9:13:48 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~8.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+61.75%
1d Period Avg+49.27%
swing±23.15%
LONG WOOFi Pro · nowPERP_SPX500_USDC
−29.99%
1d avg:−20.77%
SHORT OKX · nowUS500-USDT-SWAP
+31.76%
1d avg:+28.50%
Entry Spread Now
+0.091%
In your favorL ask 7,613.76 · S bid 7,620.7+$9.12 at entry
24h range −0.13%…+0.35% · median +0.13%
Long pays every8hShort pays every8h
LONGmaker0%/taker0.030%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$124.45
−1.24%
$Avg Daily PnL
+$6.74
+0.0674%
★Best Day
+$11.35
Sep 17
◎Open Interest
WOOFi Pro$336.2K
OKX$147.2K⚡Funding APR
+24.61%
annualized · funding only
⚠Execution Cost
−$137.94
entry + exit fees
⏱Payback
20.4d
to break even
◧24h Volume
WOOFi Pro$584.8KOKX$134.0KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$137.94 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.