← Back to Screener
updated 3:57:09 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~22d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.34%
3d Period Avg+10.69%
LONG Pacifica · now
+0.62%
3d avg:+0.32%
SHORT WOOFi Pro · nowPERP_SPX500_USDC
+10.96%
3d avg:+11.01%
Entry Spread Now
+0.055%
In your favorL ask 7,779.4 · S bid 7,783.67+$5.49 at entry
24h range −0.47%…+0.19% · median −0.38%
Long pays every1hShort pays every8h
LONGmaker0.015%/taker0.040%SHORTmaker0%/taker0.030%
Loading Funding History…
↗Total PnL
−$55.86
−0.56%
$Avg Daily PnL
+$1.89
+0.0189%
★Best Day
+$3.36
Aug 15
◎Open Interest
⚡Funding APR
+6.90%
annualized · funding only
⚠Execution Cost
−$63.42
entry + exit fees
⏱Payback
1.1mo
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 (−$63.42 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.