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updated 7:14:02 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+38.31%
1d Period Avg+24.16%
swing±20.41%
LONG WOOFi Pro · nowPERP_SPX500_USDC
−27.35%
1d avg:−13.34%
SHORT Pacifica · now
+10.96%
1d avg:+10.82%
Entry Spread Now
+0.048%
In your favorL ask 7,631.15 · S bid 7,634.8+$4.78 at entry
24h range −0.05%…+0.20% · median +0.08%
Long pays every8hShort pays every1h
LONGmaker0%/taker0.030%SHORTmaker0.015%/taker0.040%
Loading Funding History…
↗Total PnL
−$22.03
−0.22%
$Avg Daily PnL
+$3.31
+0.0331%
★Best Day
+$4.38
Sep 1
◎Open Interest
WOOFi Pro$502.4K
Pacifica$199.2K⚡Funding APR
+12.07%
annualized · funding only
⚠Execution Cost
−$28.64
entry + exit fees
⏱Payback
8.7d
to break even
◧24h Volume
WOOFi Pro$50.3KPacifica$234.6KLoading 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 (−$28.64 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.