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updated 10:34:17 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+74.99%
3d Period Avg+72.19%
swing±42.29%
LONG WOOFi Pro · nowPERP_SPX500_USDC
−28.90%
3d avg:−23.55%
SHORT OKX · nowUS500-USDT-SWAP
+46.09%
3d avg:+48.64%
Entry Spread Now
+0.192%
In your favorL ask 7,611.57 · S bid 7,626.2+$19.22 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
−$76.44
−0.76%
$Avg Daily PnL
+$14.82
+0.1482%
★Best Day
+$25.08
Sep 15
◎Open Interest
WOOFi Pro$336.1K
OKX$147.6K⚡Funding APR
+54.11%
annualized · funding only
⚠Execution Cost
−$135.73
entry + exit fees
⏱Payback
9.2d
to break even
◧24h Volume
WOOFi Pro$584.8KOKX$123.4KLoading 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 (−$135.73 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.