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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+64.31%
3d Period Avg+37.13%
swing±15.64%
LONG WOOFi Pro · nowPERP_SPX500_USDC
−31.17%
3d avg:−28.96%
SHORT Aftermath · nowUS500
+33.14%
3d avg:+8.17%
Entry Spread Now
−0.040%
Against youL ask 7,669.01 · S bid 7,665.97−$3.97 at entry
24h range −0.05%…+0.23% · median +0.05%
Long pays every8hShort pays every1h
LONGmaker0%/taker0.030%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
+$4.96
+0.05%
$Avg Daily PnL
+$9.79
+0.0979%
★Best Day
+$10.80
Sep 30
◎Open Interest
⚡Funding APR
+35.74%
annualized · funding only
⚠Execution Cost
−$24.42
entry + exit fees
⏱Payback
2.5d
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 + live L2 orderbook slippage on both legs (−$24.42 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.