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updated 8:34:36 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+46.71%
3d Period Avg+11.37%
swing±18.53%
LONG WOOFi Pro · nowPERP_SPX500_USDC
−35.75%
3d avg:−1.61%
SHORT Pacifica · now
+10.96%
3d avg:+9.76%
Entry Spread Now
+0.041%
In your favorL ask 7,625.38 · S bid 7,628.5+$4.09 at entry
24h range −0.02%…+0.20% · median +0.08%
Long pays every8hShort pays every1h
LONGmaker0%/taker0.030%SHORTmaker0.015%/taker0.040%
Loading Funding History…
↗Total PnL
−$15.77
−0.16%
$Avg Daily PnL
+$2.99
+0.0299%
★Best Day
+$6.12
Sep 1
◎Open Interest
WOOFi Pro$502.0K
Pacifica$199.0K⚡Funding APR
+10.90%
annualized · funding only
⚠Execution Cost
−$27.72
entry + exit fees
⏱Payback
9.3d
to break even
◧24h Volume
WOOFi Pro$50.6KPacifica$212.0KLoading 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 (−$27.72 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.